Moment estimates for L\'{e}vy Processes
Probability
2016-08-16 v1
Abstract
For real L\'{e}vy processes having no Brownian component with Blumenthal-Getoor index , the estimate for every and suitable has been established by Millar \cite{MILL} for provided . We derive extensions of these estimates to the cases and .
Keywords
Cite
@article{arxiv.math/0607282,
title = {Moment estimates for L\'{e}vy Processes},
author = {Harald Luschgy and Gilles Pagès},
journal= {arXiv preprint arXiv:math/0607282},
year = {2016}
}
Comments
11pages