The measure preserving and nonsingular transformations of the jump Levy processes
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 negativ...
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| Datum: | 2008 |
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| 1. Verfasser: | |
| Format: | Artikel |
| Sprache: | English |
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Інститут математики НАН України
2008
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| Online Zugang: | http://dspace.nbuv.gov.ua/handle/123456789/4544 |
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| Назва журналу: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Zitieren: | 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.. |