Abstract
After a study of the process $Y$, obtained from a right process $X$ by time-changing it with respect to a continuous additive functional $A$, we relate the jumps of $Y$ in $\Phi = \operatorname{sup} A$ to the excursions of $X$ out of $\Phi$ and to the jumps of $X$ inside $\Phi$.
Citation
Henryk Gzyl. "Levy Systems for Time-Changed Processes." Ann. Probab. 5 (4) 565 - 570, August, 1977. https://doi.org/10.1214/aop/1176995762
Information
