论文标题
Lévy过程的Hölder连续性
Hölder continuity of the convex minorant of a Lévy process
论文作者
论文摘要
我们表征了大多数Lévy过程中凸少数人的Hölder连续性。该证明是基于零以零过程的路径属性与凸件少数$ r $ slopes集合的界限之间的新颖联系。
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.
