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arXiv · 2602.01735

Path properties of L\'evy driven mixed moving average processes

Danijel Grahovac·Péter Kevei·Orimar Sauri
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Abstract

We derive general sufficient conditions for the existence of c\`adl\`ag and continuous modifications of L\'evy-driven mixed moving average processes. The conditions are explicit and easy to verify and applied to supOU, well-balanced supOU, trawl, and power-weighted supOU processes. In these examples, the conditions are shown to be close to optimal.

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Danijel Grahovac, Péter Kevei, Orimar Sauri. 2026-02-02. Path properties of L\'evy driven mixed moving average processes. https://arxiv.org/abs/2602.01735

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