Let X(t) and Y(t) be two stochastically continuous processes with independent increments over [0, T] and Lévy spectral measures Mt and Nt, respectively, and let the "time-jump" measures M and N be defined over [0, T] - [-45 degree rule]{0} by M((t1, t2] - A) = Mt2(A) - Mt1(A) and N((T1, t2] -...

Let {X(t), 0 = t = T} and {Y(t), 0 = t = T} be two additive processes over the interval [0, T] which, as measures over D[0, T], are absolutely continuous with respect to each other. Let [mu]X and [mu]Y be the measures over D[0, T] determined by the two processes. The characteristic function of...