Increase of Lévy processes. (English) Zbl 0862.60027

Summary: A rather complicated condition is shown to be necessary and sufficient for a Lévy process to have points of increase. A much simpler condition is then shown to be sufficient in the general case, and necessary under certain regularity conditions. The approach used here also gives a unified proof of results for certain special classes of Lévy processes, which have previously been obtained by Bertoin.


60G17 Sample path properties
60J99 Markov processes
Full Text: DOI


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