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Hölder continuity of the convex minorant of a Lévy process (2022)

First Author: Bang, D.

Attributed to: DMS-EPSRC: Fast martingales, large deviations and randomised gradients for heavy-tailed target distributions funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Publication URI: https://projecteuclid.org/journals/electronic-communications-in-probability/volume-28/issue-none/H%c3%b6lder-continuity-of-the-convex-minorant-of-a-L%c3%a9vy-process/10.1214/23-ECP549.full?tab=ArticleLink

Type: Journal Article/Review

Volume: 28

Parent Publication: Electronic Communications in Probability