3 datasets found

We construct, on a single probability space, a class of special subordinators $S^{(\alpha)}$, indexed by all measurable functions $\alpha: [0,1]\to [0,1]$. Constant...

37 pages

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...