|
Zapiski Nauchnykh Seminarov POMI, 2007, Volume 341, Pages 174–188
(Mi znsl143)
|
|
|
|
The measure preserving and nonsingular transformations of the jump Lévy processes
N. V. Smorodina Saint-Petersburg State University
Abstract:
Let $\xi(t)$, $t\in[0,1]$ be a jump Lévy process. By $\mathcal P_\xi$ we denote the law of $\xi$ in the Skorokhod space $\mathbb D[0,1]$. Under some nondegeneracy condition on the Lévy measure $\Lambda$ of the process we construct a group of a $\mathcal P_\xi$-preserving transformations of the space $\mathbb D[0,1]$.
Received: 27.03.2007
Citation:
N. V. Smorodina, “The measure preserving and nonsingular transformations of the jump Lévy processes”, Probability and statistics. Part 11, Zap. Nauchn. Sem. POMI, 341, POMI, St. Petersburg, 2007, 174–188; J. Math. Sci. (N. Y.), 147:4 (2007), 6950–6957
Linking options:
https://www.mathnet.ru/eng/znsl143 https://www.mathnet.ru/eng/znsl/v341/p174
|
Statistics & downloads: |
Abstract page: | 266 | Full-text PDF : | 88 | References: | 41 |
|