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Zapiski Nauchnykh Seminarov POMI, 2007, Volume 351, Pages 38–53
(Mi znsl25)
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The nonsingular transformations of the tempering stable Lévy processes
D. A. Anikeeva Saint-Petersburg State University
Abstract:
Let $\xi(t)$, $t\in[0,1]$ be a tempering stable process. By $\mathcal P_\xi$ we denote the law of $\xi$ in the Skorokhod space $\mathbb D[0,1]$. For the measure $\mathcal P_\xi$ we construct the group of nonsingular transformations of $\mathbb D [0,1]$.
Received: 01.11.2007
Citation:
D. A. Anikeeva, “The nonsingular transformations of the tempering stable Lévy processes”, Probability and statistics. Part 12, Zap. Nauchn. Sem. POMI, 351, POMI, St. Petersburg, 2007, 38–53; J. Math. Sci. (N. Y.), 152:5 (2008), 817–825
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https://www.mathnet.ru/eng/znsl25 https://www.mathnet.ru/eng/znsl/v351/p38
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Abstract page: | 186 | Full-text PDF : | 56 | References: | 39 |
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