Two-parameter Lévy processes: Ito formula, semigroups, and generators
We consider random Lévy fields, i.e., stationary fields continuous in probability and having independent increments. We prove that the trajectories of such fields have at most one jump on every line parallel to the axes. We derive an expression for the Ito change of variables for Lévy fields. We als...
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| Date: | 1995 |
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| Main Author: | |
| Format: | Article |
| Language: | English |
| Published: |
Інститут математики НАН України
1995
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| Series: | Український математичний журнал |
| Subjects: | |
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| Journal Title: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Cite this: | Two-parameter Lévy processes: Ito formula, semigroups, and generators / Yu.S. Mishura // Український математичний журнал. — 1995. — Т. 47, № 7. — С. 952–961. — Бібліогр.: 11 назв. — англ. |
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