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...
Hoofdauteur: | Chevyrev, I |
---|---|
Formaat: | Journal article |
Gepubliceerd in: |
Springer Verlag
2017
|
Gelijkaardige items
-
Characteristic functions of measures on geometric rough paths
door: Chevyrev, I, et al.
Gepubliceerd in: (2016) -
Canonical RDEs and general semimartingales as rough paths
door: Chevyrev, I, et al.
Gepubliceerd in: (2018) -
An isomorphism between branched and geometric rough paths
door: Boedihardjo, H, et al.
Gepubliceerd in: (2019) -
A rough path perspective on renormalization
door: Bruned, Y, et al.
Gepubliceerd in: (2019) -
A support and density theorem for Markovian rough paths
door: Chevyrev, IA, et al.
Gepubliceerd in: (2018)