How to cite item

Pure jump increasing processes and the change of variables formula

   
@article{ECP2700,
	author = {Jean Bertoin and Marc Yor},
	title = {Pure jump increasing processes and the change of variables formula},
	journal = {Electron. Commun. Probab.},
	fjournal = {Electronic Communications in Probability},
	volume = {18},
	year = {2013},
	keywords = {Pure jump process, increasing process, change of variables, subordinator, extended infinitesimal generator},
	abstract = {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.},
	pages = {no. 41, 1-7},
	issn = {1083-589X},
	doi = {10.1214/ECP.v18-2700},    
        url = {http://ecp.ejpecp.org/article/view/2700}}