Existence and estimates of moments for Lévy-type processes
arXiv:1507.07907 · doi:10.1016/j.spa.2016.07.008
Abstract
In this paper, we establish the existence of moments and moment estimates for Lévy-type processes. We discuss whether the existence of moments is a time dependent distributional property, give sufficient conditions for the existence of moments and prove estimates of fractional moments. Our results apply in particular to SDEs and stable-like processes.
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