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