Lévy Processes, Generalized Moments and Uniform Integrability

DOI10.37190/0208-4147.00045OpenAlexW4293214412MaRDI QIDQ5043619

David Berger, Franziska Kühn, Rene L. Schilling

Publication date: 6 October 2022

Published in: Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2102.09004

zbMATH Keywords

Lévy processadditive processlocal martingaleGronwall's inequalityDynkin's formulageneralized momentcondition Dcondition DL

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with continuous parameter (60G44) Rate of growth of functions, orders of infinity, slowly varying functions (26A12) Special properties of functions of several variables, Hölder conditions, etc. (26B35)

Related Items (3)

Quasi-infinite divisibility of a class of distributions with discrete part ⋮ Self-similar solution for fractional Laplacian in cones ⋮ Maximal inequalities and some applications

Cites Work

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