首页    期刊浏览 2025年07月14日 星期一
登录注册

文章基本信息

  • 标题:Pure jump increasing processes and the change of variables formula
  • 本地全文:下载
  • 作者:Bertoin, Jean ; Yor, Marc
  • 期刊名称:Electronic Communications in Probability
  • 印刷版ISSN:1083-589X
  • 出版年度:2013
  • 卷号:18
  • 页码:1-7
  • DOI:10.1214/ECP.v18-2700
  • 语种:English
  • 出版社:Electronic Communications in Probability
  • 摘要:Given an increasing process $(A_t)_{t\geq 0}$, we characterize the right continuous non-decreasing functions $f: \mathbb{R}_+\to \mathbb{R}_+$ 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 subordinator with no drift and infinite Lévy measure.
  • 关键词:Pure jump process, increasing process, change of variables, subordinator, extended infinitesimal generator;60J75; 60G51; 60J35
国家哲学社会科学文献中心版权所有