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When is the convex hull of a Lévy path smooth? (2024)

First Author: González Cázares J

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

Digital Object Identifier: http://dx.doi.org/10.1214/23-aihp1404

Publication URI: http://dx.doi.org/10.1214/23-aihp1404

Type: Journal Article/Review

Parent Publication: Annales de l'Institut Henri Poincaré, Probabilités et Statistiques

Issue: 4

ISSN: 0246-0203