On shift Harnack inequalities for subordinate semigroups and moment estimates for Lévy processes

DOI10.1016/j.spa.2015.05.013zbMath1328.60118arXiv1412.6700OpenAlexW1536722929MaRDI QIDQ492955

Chang Song Deng, Rene L. Schilling

Publication date: 21 August 2015

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1412.6700

zbMATH Keywords

Lévy processesshift Harnack inequalitiessubordinate semigroups

Mathematics Subject Classification ID

Related Items (20)

Lévy Processes, Generalized Moments and Uniform Integrability ⋮ On a Cameron–Martin Type Quasi-Invariance Theorem and Applications to Subordinate Brownian Motion ⋮ Algebraic ergodicity for SDEs driven by Lévy processes ⋮ Exact asymptotic formulas for the heat kernels of space and time-fractional equations ⋮ Intermittency in the small-time behavior of Lévy processes ⋮ Maximal inequalities and some applications ⋮ On properties and applications of Gaussian subordinated Lévy fields ⋮ Zooming-in on a Lévy process: failure to observe threshold exceedance over a dense grid ⋮ The log-Lévy moment problem via Berg–Urbanik semigroups ⋮ Gradient estimates for SDEs driven by multiplicative Lévy noise ⋮ Positive-part moments via characteristic functions, and more general expressions ⋮ Existence and estimates of moments for Lévy-type processes ⋮ Multidimensional Lévy white noise in weighted Besov spaces ⋮ Strong convergence of the Euler-Maruyama approximation for a class of Lévy-driven SDEs ⋮ Wavelet analysis of the Besov regularity of Lévy white noise ⋮ Subgeometric rates of convergence for discrete-time Markov chains under discrete-time subordination ⋮ Scaling limits of solutions of linear stochastic differential equations driven by Lévy white noises ⋮ Subgeometric rates of convergence for Markov processes under subordination ⋮ Harnack inequalities for functional SDEs driven by subordinate Brownian motions ⋮ Harnack inequalities for McKean-Vlasov SDEs driven by subordinate Brownian motions

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