On the path structure of a semimartingale arising from monotone probability theory

dc.creatorBelton, Alexander C. R.
dc.date2007-09-24
dc.date2008-05-22
dc.date.accessioned2026-07-07T09:40:03Z
dc.date.available2026-07-07T09:40:03Z
dc.descriptionLet $X$ be the unique normal martingale such that $X_0=0$ and \[\mathrm{d}[X]_t=(1-t-X_{t-}) \mathrm{d}X_t+\mathrm{d}t\] and let $Y_t:=X_t+t$ for all $t\geq 0$; the semimartingale $Y$ arises in quantum probability, where it is the monotone-independent analogue of the Poisson process. The trajectories of $Y$ are examined and various probabilistic properties are derived; in particular, the level set $\{t\geq 0\dvt Y_t=1\}$ is shown to be non-empty, compact, perfect and of zero Lebesgue measure. The local times of $Y$ are found to be trivial except for that at level 1; consequently, the jumps of $Y$ are not locally summable.
dc.descriptionPublished in at http://dx.doi.org/10.1214/07-AIHP116 the Annales de l'Institut Henri Poincaré - Probabilités et Statistiques (http://www.imstat.org/aihp/) by the Institute of Mathematical Statistics (http://www.imstat.org)
dc.identifierhttps://arxiv.org/abs/0709.3788
dc.identifierhttp://arxiv.org/abs/0709.3788
dc.identifierAnnales de l'Institut Henri Poincaré - Probabilités et Statistiques 2008, Vol. 44, No. 2, 258-279
dc.identifierdoi:10.1214/07-AIHP116
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/161364
dc.subjectProbability
dc.subject60G44 (Primary)
dc.titleOn the path structure of a semimartingale arising from monotone probability theory
dc.typetext

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