Right inverses of lévy processes

Ron Doney, Mladen Savov

    Research output: Contribution to journalArticlepeer-review


    We call a right-continuous increasing process Kx a partial right inverse (PRI) of a given Lévy process X if XKx = x for at least all x in some random interval [0, ζ) of positive length. In this paper, we give a necessary and sufficient condition for the existence of a PRI in terms of the Lévy triplet. © Institute of Mathematical Statistics, 2010.
    Original languageEnglish
    Pages (from-to)1390-1400
    Number of pages10
    JournalAnnals of Probability
    Issue number4
    Publication statusPublished - Jul 2010


    • Creeping
    • Excursions
    • Ladder height subordinator
    • Lévy process
    • Sample path behavior


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