{
  "id": "2207.12433",
  "version": "v1",
  "published": "2022-07-25T18:00:10.000Z",
  "updated": "2022-07-25T18:00:10.000Z",
  "title": "Hölder continuity of the convex minorant of a Lévy process",
  "authors": [
    "David Bang",
    "Jorge González Cázares",
    "Aleksandar Mijatović"
  ],
  "comment": "10 pages, short YouTube presentation: https://youtu.be/PKvSg2tKqfs",
  "categories": [
    "math.PR"
  ],
  "abstract": "We characterise the H\\\"older continuity of the convex minorant of most L\\'evy processes. The proof is based on a novel connection between the path properties of the L\\'evy process at zero and the boundedness of the set of $r$-slopes of the convex minorant.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2022-07-25T18:00:10.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60G51",
      "60F20"
    ],
    "keywords": [
      "convex minorant",
      "lévy process",
      "hölder continuity",
      "levy process",
      "novel connection"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 10,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}