Hölder continuity of the convex minorant of a Levy process

In this video David gives a brief description of the characterisation of the
Hölder continuity of the convex minorant of any Levy process. Our characterisation covers all Hölder exponents and nearly all Levy processes.

This talk is based on the paper ``Hölder continuity of the convex minorant of a Levy process'', coauthored by David Bang (my PhD student at Warwick), Jorge Gonzalez Cazares (research fellow at Warwick) and AM.

The presentation used in this video is here

This work is a continuation of our investigation into he reqularity of the convex hull of a Levy path. Related question of the characterisation of the smoothness of the hull is discussed by Jorge in the video

The video discussing the growth rate of the derivative of the hull is here