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

STOCHASTIC PROCESSES AND THEIR APPLICATIONS

卷:125

Article

Deng, Chang-Song^1,2  Schilling, Rene L.² 

[1] Wuhan Univ, Sch Math & Stat, Wuhan 430072, Peoples R China

[2] Tech Univ Dresden, Fachrichtung Math, Inst Math Stochast, D-01062 Dresden, Germany

关键词: Shift Harnack inequality;    Subordination;    Subordinate semigroup;    Levy process;   

DOI  :  10.1016/j.spa.2015.05.013

来源: Elsevier

【 摘 要 】

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 Levy processes. (C) 2015 Elsevier B.V. All rights reserved.

【 授权许可】

Free