A result on power moments of L\'evy-type perpetuities and its application to the $L_p$-convergence of Biggins' martingales in branching L\'evy processes

L'evy-type perpetuities being the a.s. limits of particular generalized Ornstein-Uhlenbeck processes are a natural continuous-time generalization of discrete-time perpetuities. These are random variables of the form $S:={\int }_{[0,\mathrm{\infty })}{e}^{-X_{s-}}\mathrm{d}{Z}_s$, where $(X,Z)$ is a two-dimensional L'evy process, and $Z$ is a drift-free L'evy process of bounded variation. We prove an ultimate criterion for the finiteness of power moments of $S$. This result and the previously known assertion due to Erickson and Maller (2005) concerning the a.s. finiteness of $S$ are then used to derive ultimate necessary and sufficient conditions for the $L_p$-convergence for $p>1$ and $p=1$, respectively, of Biggins’ martingales associated to branching L'evy processes. In particular, we provide final versions of results obtained recently by Bertoin and Mallein (2018).