When is the convex hull of a Lévy path smooth?

DOI10.1214/23-AIHP1404MaRDI QIDQ6663944FDOQ6663944

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)

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zbMATH Keywords

convex hullsmoothnessconvex minorantLévy process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51)

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Cited In (2)

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

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