Let $X$ be a Levy Process and $S<T<U<V$ be stopping times. Let $F^X$ be the natural filtration of $X$. How can one show that
$X_V - X_U$ and $X_T - X_S$
are independent and
$X_V - X_U$ and $F^X_U$
are as well? Or is it not true in general?
Thank you a lot