Existence and estimates of moments for L\'evy-type processes
Franziska K\"uhn
TL;DR
This paper investigates when moments exist for Le9vy-type processes, providing conditions and estimates, with applications to SDEs and stable-like processes.
Contribution
It offers new criteria for the existence of moments and fractional moment estimates for Le9vy-type processes, extending understanding of their distributional properties.
Findings
Established conditions for moment existence
Derived estimates for fractional moments
Applied results to SDEs and stable-like processes
Abstract
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.
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