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The measure preserving and nonsingular transformations of the jump Levy processes
Репозиторій DSpace/Manakin
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The measure preserving and nonsingular transformations of the jump Levy processes
УДК:
519.21
Посилання:
The measure preserving and nonsingular transformations of the jump Levy processes / N.V. Smorodina // Theory of Stochastic Processes. — 2008. — Т. 14 (30), № 1. — С. 144–154. — Бібліогр.: 8 назв.— англ..
Підтримка:
This article was partially supported by DFG project 436 RUS 113/823.
Дата:
2008
Переглядів:
954
Завантажень:
746
Анотація:
Let ξ(t), t belongs [0, 1], be a jump Levy process. By Pξ, we denote the law of ξ in the Skorokhod space D[0, 1]. Under some conditions on the Levy measure of the process, we construct the group of Pξ preserving transformations of D[0, 1]. For the Levy process that has only positive (or only negative) jumps, we construct the semigroup of nonsingular transformations.
