The abrupt-or-strongly-eroded dichotomy for infinite variation Lévy processes
The abrupt-or-strongly-eroded dichotomy for infinite variation Lévy processes
Let be an infinite variation Lévy process. A process is abrupt or strongly eroded according to the path properties defined in the paper.
Dichotomy conjecture. Every infinite variation Lévy process is either abrupt or strongly eroded.
This dichotomy is presented as a consequence of Vigon's point-hitting conjecture and would classify all infinite variation Lévy processes according to these two behaviours. The paper establishes the dichotomy under broad sufficient conditions, but the general assertion remains open.
Sources & referencesView supporting material
Primary source
David Bang, Jorge Ignacio González Cázares and Aleksandar Mijatović, “When is the convex hull of a Lévy path smooth?”, arXiv:2205.14416 (2022).
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