RIGHT INVERSES OF LEVY PROCESSES
成果类型：
Article
署名作者：
Doney, Ron; Savov, Mladen
署名单位：
University of Manchester; University of Oxford
刊物名称：
ANNALS OF PROBABILITY
ISSN/ISSBN：
0091-1798
DOI：
10.1214/09-AOP515
发表日期：
2010
页码：
1390-1400
关键词：
摘要：
We call a right-continuous increasing process K-lambda a partial right inverse (PRI) of a given Levy process X if X-K lambda = x for at least all x in some random Interval vertical bar 0. zeta) of positive length In this paper. we give a necessary and sufficient condition for the existence of a PRI in terms of the Levy triplet