Increasing processes and the change of variables formula for non-decreasing functions
type: Dataset
description: 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.
landing page: https://hal.science/hal-00804781
keyword: 60g30
keyword: extended-infinitesimal-generator
keyword: increasing-process
keyword: infoeu-reposemanticspreprint
keyword: mathmath-prmathematics-mathprobability-mathpr
keyword: preprints-working-papers-
keyword: pure-jump-process
keyword: subordinator
issued: 2026-05-12T03:45:35.195845
modified: 2026-05-12T03:45:35.195850
language: en
contact point: Organization
  fn: CCSD

test_moissonnage_selune
type: Agent

Increasing processes and the change of variables formula for non-decreasing functions
type: Distribution
format: HTML
access URL: https://hal.science/hal-00804781
issued: 2026-05-12T03:45:35.218299
modified: 2026-05-12T03:45:35.177272