Right inverses of Lévy processes
Doney, Ron ; Savov, Mladen
Ann. Probab., Tome 38 (2010) no. 1, p. 1390-1400 / Harvested from Project Euclid
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We call a right-continuous increasing process Kx a partial right inverse (PRI) of a given Lévy process X if XKx = x for at least all x in some random interval [0, ζ) of positive length. In this paper, we give a necessary and sufficient condition for the existence of a PRI in terms of the Lévy triplet.
Publié le : 2010-07-15
Classification:  Lévy process,  ladder height subordinator,  sample path behavior,  creeping,  excursions,  60G51 
@article{1278593954,
     author = {Doney, Ron and Savov, Mladen},
     title = {Right inverses of L\'evy processes},
     journal = {Ann. Probab.},
     volume = {38},
     number = {1},
     year = {2010},
     pages = { 1390-1400},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1278593954}
}

Doney, Ron; Savov, Mladen. Right inverses of Lévy processes. Ann. Probab., Tome 38 (2010) no. 1, pp.  1390-1400. http://gdmltest.u-ga.fr/item/1278593954/