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In this paper, we establish the existence of moments and moment estimates for Levy-type processes. We discuss whether the existence of moments is a time dependent distributional property, give sufficient… Click to show full abstract
In this paper, we establish the existence of moments and moment estimates for Levy-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.
Keywords:
estimates moments;
existence estimates;
existence;
type processes;
moments type;
existence moments
Journal Title: Stochastic Processes and their Applications
Year Published: 2017
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Journal Title: Stochastic Processes and their Applications
Year Published: 2017
Link to full text (if available)
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recommendations!