## Right inverses of Lévy processes.(English)Zbl 1196.60084

Summary: We call a right-continuous increasing process $$K_x$$ a partial right inverse (PRI) of a given Lévy process $$X$$ if $$X_{K_x} = x$$ for at least all $$x$$ in some random interval $$[0, \zeta$$) 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.

### MSC:

 60G51 Processes with independent increments; Lévy processes
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### References:

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