Random walks and Lévy processes as rough paths

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...

書誌詳細
第一著者:	Chevyrev, I
フォーマット:	Journal article
出版事項:	Springer Verlag 2017

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