When is the convex hull of a Lévy path smooth?
type: Item
instance of: scholarly article
title: When is the convex hull of a Lévy path smooth?
author: Jorge González Cázares
author: David Kramer-Bang
author: Aleksandar Mijatović
published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques
publication date: 2025-01-15T00:00:00Z
Mathematics Subject Classification ID: 60G51
zbMATH DE Number: 7967651
zbMATH Keywords: convex hull
zbMATH Keywords: Lévy process
zbMATH Keywords: smoothness
zbMATH Keywords: convex minorant
MaRDI profile type: Publication
cites work: Lipschitz minorants of Brownian motion and Lévy processes
cites work: Convex minorants of random walks and Lévy processes
cites work: Dini derivatives and regularity for exchangeable increment processes
cites work: Asymptotic shape of the concave majorant of a Lévy process
cites work: Regularity of the half-line for Lévy processes
cites work: Q4941947
cites work: The convex minorant of the Cauchy process
cites work: Q4836494
cites work: Q3992980
cites work: Q3276933
cites work: Séminaire de probabilités. V. Université de Strasbourg
cites work: Convex minorants and the fluctuation theory of L\'evy processes
cites work: Smoothness of the convex hull of planar Brownian motion
cites work: The Strong Law of Large Numbers When the Mean is Undefined
cites work: The concave majorant of Brownian motion
cites work: Zooming in on a Lévy process at its supremum
cites work: Q2774021
cites work: Hitting probabilities of single points for processes with stationary independent increments
cites work: Q5286671
cites work: Convex hull of Brownian motion in d-dimensions
cites work: Q5791821
cites work: Exit Properties of Stochastic Processes with Stationary Independent Increments
cites work: On Continuity Properties of Infinitely Divisible Distribution Functions
cites work: The greatest convex minorant of Brownian motion, meander, and bridge
cites work: The convex minorant of a Lévy process
cites work: The growth of random walks and Levy processes
cites work: On Polar Sets for Lévy Processes
cites work: Semi-stable processes and their extensions
cites work: VOTRE LÉVY RAMPE-T-IL?
cites work: Abrupt Lévy processes.
DOI: 10.1214/23-AIHP1404
description: scientific article; zbMATH DE number 7967651