Increase of a lévy process with no positive jumps

DOI10.1080/17442509108833739zbMath0739.60065OpenAlexW2034183525MaRDI QIDQ3986618

Jean Bertoin

Publication date: 27 June 1992

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509108833739

zbMATH Keywords

Lévy processesBrownian motionincrease timescovering with random intervals

Mathematics Subject Classification ID

Sample path properties (60G17) Markov processes (60J99)

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Lévy processes with no positive jumps at an increase time ⋮ Increase of stable processes ⋮ Points of increase for random walks ⋮ Increase of Lévy processes ⋮ Scaling limit of random planar quadrangulations with a boundary