Frank Aurzada

activity

20072009

most citedSmall deviations of general Lévy processes

19 citations · 25 across the 3 of their papers we have counts for

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math.PR2009★ 1 cited

Path regularity of Gaussian processes via small deviations

Frank Aurzada

We study the a.s. sample path regularity of Gaussian processes. To this end we relate the path regularity directly to the theory of small deviations. In particular, we show that if…

math.PR2008★ 19 cited

Small deviations of general Lévy processes

Frank Aurzada, Steffen Dereich

We study the small deviation problem $lo g P (sup_{t \in [0, 1]} ∣ X_{t} ∣ \leq ε)$ , as $ε \to 0$ , for general Lévy processes $X$ . The techniques enable us to deter…

math.PR2007★ 5 cited

The coding complexity of Lévy processes

Frank Aurzada, Steffen Dereich

We investigate the high resolution coding problem for general real-valued Lévy processes under L^p[0,1]-norm distortion. Tight asymptotic formulas are found under mild regularity a…