Lévy processes, generalized moments and uniform integrability
DOI10.37190/0208-4147.00045OpenAlexW4293214412MaRDI QIDQ5043619FDOQ5043619
R. L. Schilling, David Berger, Franziska Kühn
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)
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Cited In (12)
- 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
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- On integrals with respect to Lévy processes.
- Perpetual integrals for Lévy processes
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- Self-similar solution for fractional Laplacian in cones
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