On shift Harnack inequalities for subordinate semigroups and moment estimates for Lévy processes
From MaRDI portal
(Redirected from Publication:492955)
Abstract: We show that shift Harnack type inequalities (in the sense of F.-Y.~Wang cite{Wan14}) are preserved under Bochner's subordination. The proofs are based on two types of moment estimates for subordinators. As a by-product we establish moment estimates for general L'evy processes.
Recommendations
- Dimension-independent Harnack inequalities for subordinated semigroups
- Harnack inequalities for some Lévy processes
- Heat kernel estimates for subordinate Markov processes and their applications
- Harnack inequalities for SDEs driven by subordinate Brownian motions
- Harnack inequalities for stochastic equations driven by Lévy noise
Cites work
- Bernstein functions. Theory and applications
- Dimension-independent Harnack inequalities for subordinated semigroups
- Functional inequalities and subordination: Stability of Nash and Poincaré inequalities
- Growth and Hölder conditions for the sample paths of Feller processes
- Harnack inequalities for SDEs driven by cylindrical -stable processes
- Harnack inequalities for SDEs driven by subordinate Brownian motions
- Harnack inequalities for stochastic equations driven by Lévy noise
- Harnack inequalities for stochastic partial differential equations
- scientific article; zbMATH DE number 3159046 (Why is no real title available?)
- scientific article; zbMATH DE number 3482665 (Why is no real title available?)
- scientific article; zbMATH DE number 1402217 (Why is no real title available?)
- Integration by parts formula and applications for SDEs with Lévy noise
- Integration by parts formula and shift Harnack inequality for stochastic equations
- Logarithmic Sobolev inequalities on noncompact Riemannian manifolds
- Moment estimates for Lévy processes
- On a Cameron-Martin type quasi-invariance theorem and applications to subordinate Brownian motion
- Path behavior of processes with stationary independent increments
- Pseudo differential operators and Markov processes. In 3 vol. Vol. 1: Fourier analysis and semigroups
Cited in
(24)- Inequalities for Bochner's subordinates of two-parameter symmetric Markov processes
- Positive-part moments via characteristic functions, and more general expressions
- Wavelet analysis of the Besov regularity of Lévy white noise
- Harnack inequalities for functional SDEs driven by subordinate Brownian motions
- Harnack inequalities for McKean-Vlasov SDEs driven by subordinate Brownian motions
- Exact asymptotic formulas for the heat kernels of space and time-fractional equations
- Zooming-in on a Lévy process: failure to observe threshold exceedance over a dense grid
- Strong convergence of the Euler-Maruyama approximation for a class of Lévy-driven SDEs
- 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
- Dimension-independent Harnack inequalities for subordinated semigroups
- Intermittency in the small-time behavior of Lévy processes
- The log-Lévy moment problem via Berg-Urbanik semigroups
- Algebraic ergodicity for SDEs driven by Lévy processes
- On a Cameron-Martin type quasi-invariance theorem and applications to subordinate Brownian motion
- Gradient estimates for SDEs driven by multiplicative Lévy noise
- Lévy processes, generalized moments and uniform integrability
- Existence and estimates of moments for Lévy-type processes
- Subgeometric rates of convergence for Markov processes under subordination
- Multidimensional Lévy white noise in weighted Besov spaces
- Maximal inequalities and some applications
- On properties and applications of Gaussian subordinated Lévy fields
- Kinetic time-inhomogeneous Lévy-driven model
- Strong rate of convergence of the Euler scheme for SDEs with irregular drift driven by Lévy noise
This page was built for publication: On shift Harnack inequalities for subordinate semigroups and moment estimates for Lévy processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q492955)
