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Zapiski Nauchnykh Seminarov POMI, 2007, Volume 351, Pages 242–252
(Mi znsl37)
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The measure preserving transformations of the multidimensional stable Lévy processes
N. V. Smorodina Saint-Petersburg State University
Abstract:
Let $\xi(t)$, $t\in[0,1]$ be a $\alpha-$stable Lévy process in $\mathbb R^d$. Denote by $\mathcal P_\xi$ the measure generated by $\xi$ in Skorokhod space $\mathbb D([0,1],\mathbb R^d)$. Under some conditions on the spectral measure of the process $\xi$ we construct a group of the $\mathcal P_\xi-$preserving transformations of $\mathbb D([0,1]\mathbb R^d$.
Received: 10.12.2007
Citation:
N. V. Smorodina, “The measure preserving transformations of the multidimensional stable Lévy processes”, Probability and statistics. Part 12, Zap. Nauchn. Sem. POMI, 351, POMI, St. Petersburg, 2007, 242–252; J. Math. Sci. (N. Y.), 152:6 (2008), 934–940
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https://www.mathnet.ru/eng/znsl37 https://www.mathnet.ru/eng/znsl/v351/p242
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Abstract page: | 250 | Full-text PDF : | 103 | References: | 48 |
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