On shift Harnack inequalities for subordinate semigroups and moment estimates for Lévy processes

Research output: Contribution to journal › Research article › Contributed › peer-review

Contributors

  • Chang-Song Deng - , Wuhan University, TUD Dresden University of Technology (Author)
  • René L. Schilling - , Chair of Probability Theory (Author)

Abstract

We show that shift Harnack type inequalities (in the sense of Wang (2014)) 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 Lévy processes.

Details

Original languageEnglish
Pages (from-to)3851-3878
Number of pages28
JournalStochastic processes and their applications
Volume125
Issue number10
Publication statusPublished - 27 Jul 2015
Peer-reviewedYes

Keywords

ASJC Scopus subject areas

Keywords

  • Lévy process, Shift Harnack inequality, Subordinate semigroup, Subordination

Library keywords