The measure preserving and nonsingular transformations of the jump Levy processes
Vernadsky National Library of Ukraine
Переглянути архів Інформація| Поле | Співвідношення | |
| Title |
The measure preserving and nonsingular transformations of the jump Levy processes
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| Creator |
Smorodina, N.V.
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| Description |
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.
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| Date |
2009-11-25T11:08:45Z
2009-11-25T11:08:45Z 2008 |
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| Type |
Article
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| Identifier |
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..
0321-3900 http://dspace.nbuv.gov.ua/handle/123456789/4544 519.21 |
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| Language |
en
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| Publisher |
Інститут математики НАН України
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