Hölder continuity of the convex minorant of a Lévy process

IF 0.5 4区数学 Q4 STATISTICS & PROBABILITY

Electronic Communications in Probability Pub Date : 2023-01-01 DOI:10.1214/23-ecp549

Jorge González Cázares, David Kramer-Bang, Aleksandar Mijatović

引用次数: 1

Abstract

We characterise the Hölder continuity of the convex minorant of most Lévy processes. The proof is based on a novel connection between the path properties of the Lévy process at zero and the boundedness of the set of r-slopes of the convex minorant.

查看原文本刊更多论文

Hölder lsamvy过程的凸小调的连续性

我们描述了大多数lsamvy过程的凸次调的Hölder连续性。该证明是基于lsamvy过程在零处的路径性质与凸小函数的r-斜率集的有界性之间的一种新的联系。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

求助全文

约1分钟内获得全文求助全文

来源期刊

Electronic Communications in Probability 工程技术-统计学与概率论

CiteScore

1.00

自引率

0.00%

发文量

审稿时长

6-12 weeks

期刊介绍： The Electronic Communications in Probability (ECP) publishes short research articles in probability theory. Its sister journal, the Electronic Journal of Probability (EJP), publishes full-length articles in probability theory. Short papers, those less than 12 pages, should be submitted to ECP first. EJP and ECP share the same editorial board, but with different Editors in Chief.