2001
A note on inverses of non-decreasing Lévy processes
Publication
Publication
We show that, apart from deterministic processes, compound Poisson processes with exponential jumps are the only (shifted) non-decreasing Lévy processes whose inverses are also (shifted) non-decreasing Lévy processes.
Additional Metadata | |
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Processes with independent increments; Lévy processes (msc 60G51), Sample path properties (msc 60G17) | |
CWI | |
CWI. Probability, Networks and Algorithms [PNA] | |
Ferreira, J.A. (2001). A note on inverses of non-decreasing Lévy processes. CWI. Probability, Networks and Algorithms [PNA]. CWI.
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