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Zapiski Nauchnykh Seminarov POMI, 2009, Volume 368, Pages 130–140 (Mi znsl3508)  

The measure preserving transformations of the jump Lévy process

S. S. Gribkova

Saint-Petersburg State University, Saint-Petersburg, Russia
References:
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
English version:
Journal of Mathematical Sciences (New York), 2010, Volume 167, Issue 4, Pages 506–511
DOI: https://doi.org/10.1007/s10958-010-9937-6
Bibliographic databases:
Document Type: Article
UDC: 519.21
Language: Russian
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
Citation in format AMSBIB
\Bibitem{Gri09}
\by S.~S.~Gribkova
\paper The measure preserving transformations of the jump L\'evy process
\inbook Probability and statistics. Part~15
\serial Zap. Nauchn. Sem. POMI
\yr 2009
\vol 368
\pages 130--140
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl3508}
\elib{https://elibrary.ru/item.asp?id=15314017}
\transl
\jour J. Math. Sci. (N. Y.)
\yr 2010
\vol 167
\issue 4
\pages 506--511
\crossref{https://doi.org/10.1007/s10958-010-9937-6}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-77953913031}
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  • https://www.mathnet.ru/eng/znsl/v368/p130
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