Abrupt Lévy processes.
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Publication:2574537
DOI10.1016/S0304-4149(02)00186-2zbMath1075.60574MaRDI QIDQ2574537
Publication date: 29 November 2005
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Related Items (4)
Scalar conservation laws with white noise initial data ⋮ Structure of shocks in Burgers turbulence with Lévy noise initial data ⋮ How smooth can the convex hull of a Lévy path be? ⋮ Lipschitz minorants of Brownian motion and Lévy processes
Cites Work
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- Spitzer's condition for random walks and Lévy processes
- Regularity of the half-line for Lévy processes
- Regenerative embedding of Markov sets
- Crossing points of Lévy processes and general theory of processes
- The convex minorant of the Cauchy process
- VOTRE LÉVY RAMPE-T-IL?
- On nowhere differentiability for Lévy processes
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