When is the convex hull of a Lévy path smooth?

DOI10.1214/23-AIHP1404MaRDI QIDQ6663944zbMATH OpenFDO

Authors Jorge González Cázares, David Kramer-Bang, Aleksandar Mijatović

Publication date 15 January 2025

Published in Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

zbMATH Keywords

convex hullsmoothnessconvex minorantLévy process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51)

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Cited in

(2)

• How smooth can the convex hull of a Lévy path be?
• Hölder continuity of the convex minorant of a Lévy process

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