Random walks and Lévy processes as rough paths
We consider random walks and Lévy processes in a homogeneous group G. For all p>0, we completely characterise (almost) all G-valued Lévy processes whose sample paths have finite p-variation, and give sufficient conditions under which a sequence of G-valued random walks converges in law to a L...
| Päätekijä: | |
|---|---|
| Aineistotyyppi: | Journal article |
| Julkaistu: |
Springer Verlag
2017
|