Lipschitz minorants of Brownian Motion and Lévy processes
Probability Seminar
Sep 7, 2011, 03:00 PM - 04:00 PM | Room 332 Evans Hall | Happening As Scheduled
Josh Abramson
For A>0, the A-Lipschitz minorant of a function f is the greatest function
m such that m > =f and |m(s)-m(t)| > A|s-t|. We investigate the A-Lipschitz
minorant of a real-valued two-sided Lévy process X and in particular the set
of points where X meets its minorant, known as the contact set. The contact
set is stable and regenerative and hence can be thought of as the range of
some...