Levy Systems for Time-Changed Processes
Gzyl, Henryk
Ann. Probab., Tome 5 (1977) no. 6, p. 565-570 / Harvested from Project Euclid
After a study of the process $Y$, obtained from a right process $X$ by time-changing it with respect to a continuous additive functional $A$, we relate the jumps of $Y$ in $\Phi = \operatorname{sup} A$ to the excursions of $X$ out of $\Phi$ and to the jumps of $X$ inside $\Phi$.
Publié le : 1977-08-14
Classification:  Right process,  time-changed process,  continuous additive functional,  Levy system,  exit system,  60J25,  60G17,  60J55
@article{1176995762,
     author = {Gzyl, Henryk},
     title = {Levy Systems for Time-Changed Processes},
     journal = {Ann. Probab.},
     volume = {5},
     number = {6},
     year = {1977},
     pages = { 565-570},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176995762}
}
Gzyl, Henryk. Levy Systems for Time-Changed Processes. Ann. Probab., Tome 5 (1977) no. 6, pp.  565-570. http://gdmltest.u-ga.fr/item/1176995762/