Article ID Journal Published Year Pages File Type
1156165 Stochastic Processes and their Applications 2015 28 Pages PDF
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.

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Related Topics
Physical Sciences and Engineering Mathematics Mathematics (General)
Preview
On shift Harnack inequalities for subordinate semigroups and moment estimates for Lévy processes
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