State and time localization of the error process #
References #
- J. Bertoin, Lévy Processes, Cambridge University Press, 1996, Chapter IV.
Strict reflected exits are stopping times of the right continuous filtration.
The cutoff combines a state exit and a deterministic stopping horizon.
theorem
BGW.StableTrees.ae_supReflectedFrom_le_of_le_errCutoff
{θ : ℝ}
(hθ : 1 < θ ∧ θ ≤ 2)
:
∀ᵐ (f : Skorokhod.DLoc) ∂↑(stableLocalLaw θ), ∀ (n : ℕ) (t : NNReal), ↑t ≤ errCutoff n f → supReflectedFrom 0 f t ≤ ↑n
No-positive-jump reflection stays below the cutoff even at its exit epoch.