Lévy processes with no positive jumps at an increase time
type: Item
instance of: scholarly article
title: Lévy processes with no positive jumps at an increase time
zbMATH Open document ID: 0794.60075
DOI: 10.1007/BF01195886
author: Jean Bertoin
publication date: 1994-05-18T00:00:00Z
review text: 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.
reviewed by: Jean Bertoin
Mathematics Subject Classification ID: 60J99
Mathematics Subject Classification ID: 60G17
zbMATH DE Number: 569071
zbMATH Keywords: Lévy process
zbMATH Keywords: path decomposition
zbMATH Keywords: local time
zbMATH Keywords: rate of escape
MaRDI profile type: Publication
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full work available at URL: https://doi.org/10.1007/bf01195886
OpenAlex ID: W2079130590
published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
description: scientific article; zbMATH DE number 569071