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- W2086325934 abstract "If X is a symmetric Lévy process on the line, then there exists a non-decreasing, càdlàg process H such that X(H(x)) = x for all x≥ 0 if and only if X is recurrent and has a non-trivial Gaussian component. The minimal such H is a subordinator K. The law of K is identified and shown to be the same as that of a linear time change of the inverse local time at 0 of X. When X is Brownian motion, K is just the usual ladder times process and this result extends the classical result of Lévy that the maximum process has the same law as the local time at 0. Write G t for last point in the range of K prior to t. In a parallel with classical fluctuation theory, the process Z := (X t −X Gt ) t ≥0 is Markov with local time at 0 given by (X Gt ) t ≥0. The transition kernel and excursion measure of Z are identified. A similar programme is outlined for Lévy processes on the circle. This leads to the construction of a stopping time such that the stopped local times constitute a stationary process indexed by the circle." @default.
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- W2086325934 date "2000-09-01" @default.
- W2086325934 modified "2023-09-27" @default.
- W2086325934 title "Right inverses of Lévy processes and stationary stopped local times" @default.
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- W2086325934 doi "https://doi.org/10.1007/pl00008741" @default.
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