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BGW.StableTrees.SupremumLadderRestartOccupation

Occupation restart at a supremum contact #

The deterministic reflected restart identifies the occupation increment with the occupation of the centered shifted path, at every contact time.

Reference: J. Bertoin, Lévy Processes, Cambridge University Press, 1996, Chapter VI.

At a contact time, the centered shifted path has the same future reflection.

The running supremum adds its contact value to that of the centered future path.

theorem BGW.StableTrees.supOccupation_shift_of_contact {ε : ℝ} (hε : 0 < ε) {f : Skorokhod.DLoc} (hf : ↑f 0 = 0) {s : NNReal} (hs : supReflected f s = 0) (t : NNReal) :

Occupation approximations split exactly at every supremum contact time.