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Zapiski Nauchnykh Seminarov POMI, 2009, Volume 368, Pages 130–140
(Mi znsl3508)
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The measure preserving transformations of the jump Lévy process
S. S. Gribkova Saint-Petersburg State University, Saint-Petersburg, Russia
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 $\mathbb D[0,1]$. Bibl. – 10 titles.
Key words and phrases:
space of configurations, Poisson measure, group of transformations, measure preserving transformations.
Received: 10.10.2009
Citation:
S. S. Gribkova, “The measure preserving transformations of the jump Lévy process”, Probability and statistics. Part 15, Zap. Nauchn. Sem. POMI, 368, POMI, St. Petersburg, 2009, 130–140; J. Math. Sci. (N. Y.), 167:4 (2010), 506–511
Linking options:
https://www.mathnet.ru/eng/znsl3508 https://www.mathnet.ru/eng/znsl/v368/p130
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Abstract page: | 212 | Full-text PDF : | 79 | References: | 27 |
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