Lévy processes with no positive jumps at an increase time (Q1326338)
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scientific article; zbMATH DE number 569071
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Lévy processes with no positive jumps at an increase time |
scientific article; zbMATH DE number 569071 |
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Lévy processes with no positive jumps at an increase time (English)
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18 May 1994
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We study the behaviour of a Lévy process with no positive jumps near its increase times. Specifically, we construct a local time on the set of increase times. Then, we describe the path decomposition at an increase time chosen at random according to the local time, and we evaluate the rate of escape before and after this instant.
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Lévy process
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path decomposition
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local time
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rate of escape
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