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Jorge Gonzalez Cazares - Smoothness of the convex hull of a Lévy path

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Title: When is the convex hull of a Lévy path smooth?

Abstract: We will explain how and when can the convex hull of a Lévy path be smooth. We will construct the class of processes for which their convex hull is smooth and present: intuition, heuristics and examples. We will show that this question is closely linked to the existence of local time.

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