On Shift Harnack Inequalities for Subordinate Semigroups and Moment Estimates for Lévy Processes

Deng, Chang-Song; Schilling, René L.

doi:10.1016/j.spa.2015.05.013

arXiv 2014-12-20 DOI 10.1016/j.spa.2015.05.013 0 views

On Shift Harnack Inequalities for Subordinate Semigroups and Moment Estimates for Lévy Processes

Deng, Chang-Song · Schilling, René L.

Probability Functional Analysis

Original · EN

We show that shift Harnack type inequalities (in the sense of F.-Y. Wang 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.

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