On shift Harnack inequalities for subordinate semigroups and moment estimates for Lévy processes
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DOI: 10.1016/j.spa.2015.05.013
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Cited by:
- Fageot, Julien & Fallah, Alireza & Unser, Michael, 2017. "Multidimensional Lévy white noise in weighted Besov spaces," Stochastic Processes and their Applications, Elsevier, vol. 127(5), pages 1599-1621.
- Kühn, Franziska & Schilling, René L., 2019. "Strong convergence of the Euler–Maruyama approximation for a class of Lévy-driven SDEs," Stochastic Processes and their Applications, Elsevier, vol. 129(8), pages 2654-2680.
- Chang-Song Deng, 2020. "Subgeometric Rates of Convergence for Discrete-Time Markov Chains Under Discrete-Time Subordination," Journal of Theoretical Probability, Springer, vol. 33(1), pages 522-532, March.
- Song, Yan-Hong, 2016. "Algebraic ergodicity for SDEs driven by Lévy processes," Statistics & Probability Letters, Elsevier, vol. 119(C), pages 108-115.
- Kühn, Franziska, 2017. "Existence and estimates of moments for Lévy-type processes," Stochastic Processes and their Applications, Elsevier, vol. 127(3), pages 1018-1041.
- Julien Fageot & Michael Unser, 2019. "Scaling Limits of Solutions of Linear Stochastic Differential Equations Driven by Lévy White Noises," Journal of Theoretical Probability, Springer, vol. 32(3), pages 1166-1189, September.
- Grahovac, Danijel, 2022. "Intermittency in the small-time behavior of Lévy processes," Statistics & Probability Letters, Elsevier, vol. 187(C).
- Iosif Pinelis, 2018. "Positive-part moments via characteristic functions, and more general expressions," Journal of Theoretical Probability, Springer, vol. 31(1), pages 527-555, March.
- Robin Merkle & Andrea Barth, 2023. "On Properties and Applications of Gaussian Subordinated Lévy Fields," Methodology and Computing in Applied Probability, Springer, vol. 25(2), pages 1-33, June.
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Keywords
Shift Harnack inequality; Subordination; Subordinate semigroup; Lévy process;All these keywords.
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