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...

Täydet tiedot

Bibliografiset tiedot
Päätekijä: Chevyrev, I
Aineistotyyppi: Journal article
Julkaistu: Springer Verlag 2017

Samankaltaisia teoksia