Abstract
We call a right-continuous increasing process Kx a partial right inverse (PRI) of a given Lévy process X if XKx = x for at least all x in some random interval [0, ζ) of positive length. In this paper, we give a necessary and sufficient condition for the existence of a PRI in terms of the Lévy triplet.
Citation
Ron Doney. Mladen Savov. "Right inverses of Lévy processes." Ann. Probab. 38 (4) 1390 - 1400, July 2010. https://doi.org/10.1214/09-AOP515
Information