On Shift Harnack Inequalities for Subordinate Semigroups and Moment Estimates for Lévy Processes
arXiv:1412.6700 · doi:10.1016/j.spa.2015.05.013
Abstract
We show that shift Harnack type inequalities (in the sense of F.-Y.~Wang \cite{Wan14}) 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.
arXiv commentto appear in Stochastic Process. Appl
References in corpus (3)
Cited by in corpus (17)
- Strong convergence of the Euler--Maruyama approximation for a class of Lévy-driven SDEs
- Existence and estimates of moments for Lévy-type processes
- Subgeometric rates of convergence for Markov processes under subordination
- Zooming-in on a Lévy process: Failure to observe threshold exceedance over a dense grid
- Transition probabilities of Lévy-type processes: Parametrix construction
- Wavelet Analysis of the Besov Regularity of Lévy White Noises
- Gradient estimates for SDEs Driven by Multiplicative Lévy Noise
- Positive-part moments via the characteristic functions, and more general expressions
- Exact Asymptotic Formulas for the Heat Kernels of Space and Time-Fractional Equations
- Entropic Compressibility of Lévy Processes
- Multidimensional Lévy White Noises in Weighted Besov Spaces
- Scaling Limits of Solutions of SPDE Driven by Lévy White Noises
- Harnack Inequalities for SDEs Driven by Time-Changed Fractional Brownian Motions
- Subgeometric Rates of Convergence for Discrete Time Markov Chains under Discrete Time Subordination
- Harnack Inequalities for Functional SDEs Driven by Subordinate Brownian Motions
- Intermittency in the small-time behavior of Lévy processes
- On a Cameron--Martin Type Quasi-Invariance Theorem and Applications to Subordinate Brownian Motion