Increasing processes and the change of variables formula for non-decreasing functions

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 Lévy measure.

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Field Value
Source https://hal.science/hal-00804781
Author Bertoin, Jean, Yor, Marc
Maintainer CCSD
Last Updated May 12, 2026, 03:45 (UTC)
Created May 12, 2026, 03:45 (UTC)
Identifier hal-00804781
Language en
Rights https://about.hal.science/hal-authorisation-v1/
contributor Institut für Mathematik [Zürich] ; Universität Zürich [Zürich] = University of Zurich (UZH)
creator Bertoin, Jean
date 2013-03-26T00:00:00
harvest_object_id b003590e-4627-407e-995e-191c8d3d568e
harvest_source_id 3374d638-d20b-4672-ba96-a23232d55657
harvest_source_title test moissonnage SELUNE
metadata_modified 2025-09-29T00:00:00
relation info:eu-repo/semantics/altIdentifier/arxiv/1303.6452
set_spec type:UNDEFINED