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David Bang
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When is the convex hull of a Lévy path smooth?
D Bang, JG CÁZARES, A Mijatović
arXiv e-prints, arXiv: 2205.14416, 2022
52022
Asymptotic shape of the concave majorant of a L\'evy process
D Bang, JIG Cázares, A Mijatović
arXiv preprint arXiv:2106.09066, 2021
52021
H\" older continuity of the convex minorant of a L\'evy process
D Bang, JG Cázares, A Mijatović
arXiv preprint arXiv:2207.12433, 2022
22022
How smooth can the convex hull of a Lévy path be?
D Bang, J González Cázares, A Mijatović
arXiv e-prints, arXiv: 2206.09928, 2022
22022
A Gaussian approximation theorem for Lévy processes
D Bang, JG Cázares, A Mijatović
Statistics & Probability Letters 178, 109187, 2021
22021
When is the convex hull of a L\'evy process smooth?
D Bang, JIG Cázares, A Mijatović
arXiv preprint arXiv:2205.14416, 2022
2022
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