BOUNDING MOMENTS OF HITTING TIMES OF A FELLER PROCESS

For a Feller process with a pseudodifferential generator with symbol satisfying conditions and we can bound all moments of the exit time from a ball of radius using the Lemma 4.1 of Schilling’s 1998 paper schilling1998-growthholderregularityfellerprocesses.  Let note that and then use the bound . Then recall that the norm can be expressed as and integrate … More BOUNDING MOMENTS OF HITTING TIMES OF A FELLER PROCESS