About: Convex rearrangements of Lévy processes

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Attributs	Valeurs
type	work Article
Is Part Of	Special Issue: "Stochastic analysis and mathematical finance" in honor of Nicole El Karoui's 60th birthday
Subject	Lévy processes regularly varying functions. Lorenz curve strong laws Sample path properties Processes with independent increments; LÃ©vy processes Stable processes Convex rearrangements
Title	Convex rearrangements of Lévy processes
Date	2007-01-01(xsd:dateTime)
has manifestation of work	http://hub.abes.fr/edp/periodical/ps/2007/volume_11/issue_2007/ps0617/m/print http://hub.abes.fr/edp/periodical/ps/2007/volume_11/issue_2007/ps0617/m/web
related by	http://hub.abes.fr/edp/periodical/ps/2007/volume_11/issue_2007/ps0617/authorship/1 http://hub.abes.fr/edp/periodical/ps/2007/volume_11/issue_2007/ps0617/authorship/2
Author	Thilly, Emmanuel Davydov, Youri
Abstract	In this paper we study asymptotic behavior of convex rearrangements of Lévy processes. In particular we obtain Glivenko-Cantelli-type strong limit theorems for the convexifications when the corresponding Lévy measure is regularly varying at + with exponent α ∈ (1,2).
article type	research-article
publisher identifier	ps0617
Date Copyrighted	2007-01-01(xsd:dateTime)
Rights	© EDP Sciences, SMAI, 2007
Rights Holder	EDP Sciences, SMAI
is part of this journal	ESAIM: Probability and Statistics
is primary topic of	http://hub.abes.fr/edp/periodical/ps/2007/volume_11/issue_2007/ps0617/w/record

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