Right inverses of Lévy processes

Details Right inverses of Lévy processes Right inverses of Lévy processes

2009-04-30

arxiv.org/abs/0904.4871v2

Annals of Probability 2010, Vol. 38, No. 4, 1390-1400

Mathematics

Probability

Published in at http://dx.doi.org/10.1214/09-AOP515 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of

Scientific paper

10.1214/09-AOP515

We call a right-continuous increasing process $K_x$ a partial right inverse
(PRI) of a given L\'{e}vy process $X$ if $X_{K_x}=x$ for at least all $x$ in
some random interval $[0,\zeta)$ of positive length. In this paper, we give a
necessary and sufficient condition for the existence of a PRI in terms of the
L\'{e}vy triplet.

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