Lévy processes, generalized moments and uniform integrability
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additive processGronwall's inequalitylocal martingaleDynkin's formulageneralized momentLévy processcondition Dcondition DL
Processes with independent increments; Lévy processes (60G51) Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with continuous parameter (60G44) Rate of growth of functions, orders of infinity, slowly varying functions (26A12) Special properties of functions of several variables, Hölder conditions, etc. (26B35)
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Cites work
- scientific article; zbMATH DE number 3722950 (Why is no real title available?)
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- scientific article; zbMATH DE number 6283558 (Why is no real title available?)
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- Asymptotic properties of Brownian motion delayed by inverse subordinators
- Continuous convolution semigroups integrating a submultiplicative function
- Existence and estimates of moments for Lévy-type processes
- From Lévy-type processes to parabolic SPDEs. Edited by Lluís Quer-Sardanyons and Frederic Utzet
- Lévy matters III. Lévy-type processes: construction, approximation and sample path properties
- Maximal inequalities for additive processes
- Measures, integrals and martingales
- On shift Harnack inequalities for subordinate semigroups and moment estimates for Lévy processes
- Pseudo differential operators and Markov processes. In 3 vol. Vol. 1: Fourier analysis and semigroups
- Strong convergence of the Euler-Maruyama approximation for a class of Lévy-driven SDEs
- \(\alpha\)-transience and \(\alpha\)-recurrence for random walks and Lévy processes
Cited in
(14)- Self-similar solution for fractional Laplacian in cones
- Existence and estimates of moments for Lévy-type processes
- The Liouville theorem for a class of Fourier multipliers and its connection to coupling
- Finiteness of integrals of functions of Lévy processes
- Generalised liouville processes and their properties
- Lévy Systems and Moment Formulas for Mixed Poisson Integrals
- Quasi-infinite divisibility of a class of distributions with discrete part
- Maximal inequalities and some applications
- On hypoellipticity of generators of Lévy processes
- scientific article; zbMATH DE number 6258398 (Why is no real title available?)
- Perpetual integrals for Lévy processes
- L\'evy Processes, Generalized Moments and Uniform Integrability
- On integrals with respect to Lévy processes.
- scientific article; zbMATH DE number 2169683 (Why is no real title available?)
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