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arXiv:1507.07907 [math.PR]AbstractReferencesReviewsResources

Existence and estimates of moments for Lévy-type processes

Franziska Kühn

Published 2015-07-28Version 1

In this paper, we establish the existence of moments and moment estimates for L\'evy-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 and can be used to prove integrated heat kernel estimates for L\'evy-type processes.

Categories: math.PR
Subjects: 60J75, 60G51, 60H05, 60J25
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