Existence and estimates of moments for Lévy-type processes
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Publication:511141
DOI10.1016/J.SPA.2016.07.008zbMATH Open1355.60112arXiv1507.07907OpenAlexW1989134385MaRDI QIDQ511141FDOQ511141
Publication date: 14 February 2017
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Abstract: In this paper, we establish the existence of moments and moment estimates for L'evy-type processes. We discuss whether the existence of moments is a time dependent distributional property, give sufficient conditions for the existence of moments and prove estimates of fractional moments. Our results apply in particular to SDEs and stable-like processes.
Full work available at URL: https://arxiv.org/abs/1507.07907
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Cited In (19)
- Lévy matters VI. Lévy-type processes: moments, construction and heat kernel estimates
- Kinetic time-inhomogeneous Lévy-driven model
- The Lévy radius of a set of probability measures satisfying basic moment conditions involving \(\{t,t^ 2\}\)
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- Learning stochastic dynamics with statistics-informed neural network
- Operator-stable-like processes
- Moment estimates for Lévy processes
- Wavelet analysis of the Besov regularity of Lévy white noise
- Strong convergence of the Euler-Maruyama approximation for a class of Lévy-driven SDEs
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- A Liouville theorem for Lévy generators
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- Lévy Processes, Generalized Moments and Uniform Integrability
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- Uniform dimension results for a family of Markov processes
- Subgeometric rates of convergence for Markov processes under subordination
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