2 citations · 2 across the 3 of their papers we have counts for
3 papers · 1 filter
Multivariate CLT for Lévy processes: convergence rates without moment assumptions
Jorge González Cázares, David Kramer-Bang, Aleksandar Mijatović
We prove that the norm of a -dimensional Lévy process possesses a finite second moment if and only if the convex distance between an appropriately rescaled process at time a…
Rates of convergence for multivariate SDEs driven by Lévy processes in the small-time stable domain of attraction
Jorge González Cázares, David Kramer-Bang
This paper explores the rates of convergence of solutions for multivariate stochastic differential equations (SDEs) driven by Lévy processes within the small-time stable domain of…
How smooth can the convex hull of a Lévy path be?
David Bang, Jorge González Cázares, Aleksandar Mijatović
We describe the rate of growth of the derivative of the convex minorant of a Lévy path at times where increases continuously. Since the convex minorant is piecewise linea…