When is the convex hull of a Lévy path smooth?

DOI10.1214/23-aihp1404MaRDI QIDQ6663944

Aleksandar Mijatović, Jorge González Cázares, David Kramer-Bang

Publication date: 15 January 2025

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

zbMATH Keywords

convex hullsmoothnessLévy processconvex minorant

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51)

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