On Shift Harnack Inequalities for Subordinate Semigroups and Moment Estimates for L\'evy Processes
classification
🧮 math.PR
math.FA
keywords
estimatesmomentharnackinequalitiesprocessesshiftbochnerby-product
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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 L\'evy processes.
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