Small deviations in \(p\)-variation for multidimensional Lévy processes

DOI10.1215/kjm/1250283694zbMath1060.60047arXivmath/0306014OpenAlexW1490057526MaRDI QIDQ1890292

Thomas Simon

Publication date: 29 December 2004

Published in: Journal of Mathematics of Kyoto University (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0306014

zbMATH Keywords

Lévy processes\(p\)-variation

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (6)

Support theorem for Lévy-driven stochastic differential equations ⋮ Small time Chung-type LIL for Lévy processes ⋮ Differential equations driven by rough paths with jumps ⋮ Canonical RDEs and general semimartingales as rough paths ⋮ Small ball estimates in \(p\)-variation for stable processes ⋮ Small deviations of general Lévy processes

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