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arXiv · 1507.07907

Existence and estimates of moments for Lévy-type processes

Franziska Kühn
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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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Franziska Kühn. 2016-10-27. Existence and estimates of moments for Lévy-type processes. https://doi.org/10.1016/j.spa.2016.07.008

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