Thank you!

]]>If we drop the assumption on continuity in probability, what are we left with? Are there processes with independent and stationary increments that do not have a cadlag modification (i.e. a Levy modification)? I have been struggling to come up with an examples of such processes.

]]>Do you know an easy proof of the fact that for two independent Levy processes $X$ and $Y$ the co-variation process $[X,Y]$ is equal to zero? I have a proof of this result but I feel that it is to complicated and I would like to make it shorter. Thank you very much.

Best regards,

Paolo ]]>

Let X be a Levy processes with no positive jumps and then we have

on

Could you explain that why? and does it hold for Levy process with no negative jumps? If X be Hunt process with no positive jumps then does this hold?

Thank you very much!