{
  "id": "1303.6452",
  "version": "v1",
  "published": "2013-03-26T12:26:46.000Z",
  "updated": "2013-03-26T12:26:46.000Z",
  "title": "Increasing processes and the change of variables formula for non-decreasing functions",
  "authors": [
    "Jean Bertoin",
    "Marc Yor"
  ],
  "categories": [
    "math.PR"
  ],
  "abstract": "Given an increasing process $(A_t)_{t\\geq 0}$, we characterize the right-continuous non-decreasing functions $f: \\R_+\\to \\R_+$ that map $A$ to a pure-jump process. As an example of application, we show for instance that functions with bounded variations belong to the domain of the extended generator of any subordinators with no drift and infinite L\\'evy measure.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2013-03-26T12:26:46.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "variables formula",
      "increasing processes",
      "infinite levy measure",
      "pure-jump process",
      "bounded variations belong"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2013arXiv1303.6452B"
    }
  }
}