Increase of Levy processes

• 成果类型: Article
• 署名作者: Doney, RA
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• 发表日期: 1996
• 页码: 961-970
• 关键词: brownian-motion; time

摘要

A rather complicated condition is shown to be necessary and sufficient for a Levy 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 Levy processes, which have previously been obtained by Bertoin.