Lévy processes, generalized moments and uniform integrability
DOI10.37190/0208-4147.00045OpenAlexW4293214412MaRDI QIDQ5043619FDOQ5043619
Authors: David Berger, Franziska Kühn, R. L. Schilling 
Publication date: 6 October 2022
Published in: Probability and Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2102.09004
Recommendations
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)
Cites Work
- Title not available (Why is that?)
- Pseudo differential operators and Markov processes. In 3 vol. Vol. 1: Fourier analysis and semigroups
- Title not available (Why is that?)
- Title not available (Why is that?)
- Asymptotic properties of Brownian motion delayed by inverse subordinators
- Lévy matters III. Lévy-type processes: construction, approximation and sample path properties
- On shift Harnack inequalities for subordinate semigroups and moment estimates for Lévy processes
- From Lévy-type processes to parabolic SPDEs. Edited by Lluís Quer-Sardanyons and Frederic Utzet
- Existence and estimates of moments for Lévy-type processes
- Title not available (Why is that?)
- \(\alpha\)-transience and \(\alpha\)-recurrence for random walks and Lévy processes
- Continuous convolution semigroups integrating a submultiplicative function
- Measures, integrals and martingales
- Maximal inequalities for additive processes
- Strong convergence of the Euler-Maruyama approximation for a class of Lévy-driven SDEs
Cited In (13)
- 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
- Title not available (Why is that?)
- On integrals with respect to Lévy processes.
- Perpetual integrals for Lévy processes
- Title not available (Why is that?)
- Self-similar solution for fractional Laplacian in cones
This page was built for publication: Lévy processes, generalized moments and uniform integrability
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5043619)
