Geodesic
Inverse process with independent positive increments: finite-dimensional distributions
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 7, Tome 311 (2004), pp. 286-297 
B. P. Harlamov. Inverse process with independent positive increments: finite-dimensional distributions. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 7, Tome 311 (2004), pp. 286-297. http://geodesic.mathdoc.fr/item/ZNSL_2004_311_a16/
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     author = {B. P. Harlamov},
     title = {Inverse process with independent positive increments: finite-dimensional distributions},
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     year = {2004},
     volume = {311},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZNSL_2004_311_a16/}
}
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Voir la notice du chapitre de livre provenant de la source Math-Net.Ru

An inverse process with independent positive increments is considered. For such a procees the first hitting time $\tau_x$ of the level $x$ as a function of $x\ge0$ is the proper process with independent positive increments. In terms of the first hitting times and their L'evy measures malti-demensional distribution densities and Laplace transformations are derived. Stationary distributions of increments of the process are being investigated.

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