Abstract
A rather complicated condition is shown to be necessary and sufficient for a Lévy process to have points of increase. A much simpler condition is then shown to be sufficient in the general case, and necessary under certain regularity conditions. The approach used here also gives a unified proof of results for certain special classes of Lévy processes, which have previously been obtained by Bertoin.
Citation
R. A. Doney. "Increase of Lévy processes." Ann. Probab. 24 (2) 961 - 970, April 1996. https://doi.org/10.1214/aop/1039639372
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