Pure jump increasing processes and the change of variables formula
نویسندگان
چکیده
Given an increasing process (At)t≥0, we characterize the non-decreasing right-continuous functions f : R+ → R+ that map A to a pure-jump process. As an example of application, we show for instance that functions with bounded variation belong to the domain of the extended generator of any subordinator with no drift and infinite Lévy measure.
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