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arXiv · 1412.6700

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

Chang-Song Deng·René L. Schilling
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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.

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Chang-Song Deng, René L. Schilling. 2015-05-20. On Shift Harnack Inequalities for Subordinate Semigroups and Moment Estimates for Lévy Processes. https://doi.org/10.1016/j.spa.2015.05.013

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