On shift Harnack inequalities for subordinate semigroups and moment estimates for Lévy processes

Chang-Song Deng and René L. Schilling

Stochastic Processes and their Applications, 2015, vol. 125, issue 10, 3851-3878

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.

Keywords: Shift Harnack inequality; Subordination; Subordinate semigroup; Lévy process (search for similar items in EconPapers)
Date: 2015
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Citations: View citations in EconPapers (9)

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DOI: 10.1016/j.spa.2015.05.013

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