{
  "id": "0904.4871",
  "version": "v2",
  "published": "2009-04-30T16:08:01.000Z",
  "updated": "2010-10-21T13:19:55.000Z",
  "title": "Right inverses of Lévy processes",
  "authors": [
    "Ron Doney",
    "Mladen Savov"
  ],
  "comment": "Published in at http://dx.doi.org/10.1214/09-AOP515 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)",
  "journal": "Annals of Probability 2010, Vol. 38, No. 4, 1390-1400",
  "doi": "10.1214/09-AOP515",
  "categories": [
    "math.PR"
  ],
  "abstract": "We call a right-continuous increasing process $K_x$ a partial right inverse (PRI) of a given L\\'{e}vy 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 L\\'{e}vy triplet.",
  "revisions": [
    {
      "version": "v2",
      "updated": "2010-10-21T13:19:55.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "lévy processes",
      "partial right inverse",
      "random interval",
      "sufficient condition",
      "right-continuous increasing process"
    ],
    "tags": [
      "journal article"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2009arXiv0904.4871D"
    }
  }
}