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Zapiski Nauchnykh Seminarov LOMI, 1983, Volume 130, Pages 109–121 (Mi znsl4339)  

This article is cited in 3 scientific papers (total in 3 papers)

The method of stratification for processes with independent increments

M. A. Lifshits
Full-text PDF (642 kB) Citations (3)
Abstract: Let $X(s)=\gamma(s)+W(\sigma(s))+\int_{-\infty}^\infty\int_0^s\ae\Pi(d\ae, ds)$ be a process with independent increments, where $\Pi$ is a Poisson measure, $W$ – Wiener process. The quasiinvariant transformations
$$ G_cX(s)=\gamma(s)+W(\sigma(s))+\int_{-\infty}^\infty\int_0^sg(c, \ae, t)\Pi(d\ae, ds) $$
with suitable kernel $g$ form a one-parametric semigroup. Partition of probabilistic functional space into one-dimensional orbits of semigroup $G$ is considered. Conditional distributions and distributions of some functionals are calculated.
Bibliographic databases:
Document Type: Article
UDC: 519.62
Language: Russian
Citation: M. A. Lifshits, “The method of stratification for processes with independent increments”, Problems of the theory of probability distributions. Part VIII, Zap. Nauchn. Sem. LOMI, 130, "Nauka", Leningrad. Otdel., Leningrad, 1983, 109–121
Citation in format AMSBIB
\Bibitem{Lif83}
\by M.~A.~Lifshits
\paper The method of stratification for processes with independent increments
\inbook Problems of the theory of probability distributions. Part~VIII
\serial Zap. Nauchn. Sem. LOMI
\yr 1983
\vol 130
\pages 109--121
\publ "Nauka", Leningrad. Otdel.
\publaddr Leningrad
\mathnet{http://mi.mathnet.ru/znsl4339}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=723676}
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  • https://www.mathnet.ru/eng/znsl/v130/p109
  • This publication is cited in the following 3 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Записки научных семинаров ПОМИ
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