A note on inverses of non-decreasing Lévy processes

Ferreira, J.A.

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
MSC	Processes with independent increments; LÃ©vy processes (msc 60G51), Sample path properties (msc 60G17)
Publisher	CWI
Series	CWI. Probability, Networks and Algorithms [PNA]
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Ferreira, J. A. (2001). A note on inverses of non-decreasing Lévy processes. CWI. Probability, Networks and Algorithms [PNA]. CWI.

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