On the path structure of a semimartingale arising from monotone probability theory

Let X be the unique normal martingale such that X_0 = 0 and d[X]_t = (1 - t - X_{t-}) dX_t + dt and let Y_t := X_t + t for all t >= 0; the semimartingale Y arises in quantum probability, where it is the monotone-independent analogue of the Poisson process. The trajectories of Y are examined and various probabilistic properties are derived; in particular, the level set {t >= 0 : Y_t = 1} is shown to be non-empty, compact, perfect and of zero Lebesgue measure. The local times of Y are found to be trivial except for that at level 1; consequently, the jumps of Y are not locally summable