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- W3130550581 abstract "We give equivalent conditions for the existence of generalized moments of a Levy process $(X_t)_{tgeq 0}$. We show, in particular, that the existence of a generalized $g$-moment is equivalent to uniform integrability of $(g(X_t))_{tin [0,1]}$. As an application, it turns out that certain functions of a Levy process which are integrable and local martingales are already true martingales." @default.
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- W3130550581 date "2021-02-17" @default.
- W3130550581 modified "2023-10-16" @default.
- W3130550581 title "L'evy Processes, Martingales and Uniform Integrability" @default.
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