Increase of Lévy processes
Doney, R. A.
Ann. Probab., Tome 24 (1996) no. 2, p. 961-970 / Harvested from Project Euclid
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A rather complicated condition is shown to be necessary and sufficient for a Lévy process to have points of increase. A much simpler condition is then shown to be sufficient in the general case, and necessary under certain regularity conditions. The approach used here also gives a unified proof of results for certain special classes of Lévy processes, which have previously been obtained by Bertoin.
Publié le : 1996-04-14
Classification:  Stable processes,  spectrally negative,  subordinators,  increase time,  60J30,  60G17 
@article{1039639372,
     author = {Doney, R. A.},
     title = {Increase of L\'evy processes},
     journal = {Ann. Probab.},
     volume = {24},
     number = {2},
     year = {1996},
     pages = { 961-970},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1039639372}
}

Doney, R. A. Increase of Lévy processes. Ann. Probab., Tome 24 (1996) no. 2, pp.  961-970. http://gdmltest.u-ga.fr/item/1039639372/