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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| Дата: | 2008 |
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| Автор: | |
| Формат: | Стаття |
| Мова: | English |
| Опубліковано: |
Інститут математики НАН України
2008
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| Онлайн доступ: | 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 |
| Цитувати: | 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.. |
Репозитарії
Digital Library of Periodicals of National Academy of Sciences of Ukraine| id |
irk-123456789-4544 |
|---|---|
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dspace |
| spelling |
irk-123456789-45442009-11-26T12:00:45Z The measure preserving and nonsingular transformations of the jump Levy processes Smorodina, N.V. 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. 2008 Article 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 en Інститут математики НАН України |
| institution |
Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| collection |
DSpace DC |
| language |
English |
| 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. |
| format |
Article |
| author |
Smorodina, N.V. |
| spellingShingle |
Smorodina, N.V. The measure preserving and nonsingular transformations of the jump Levy processes |
| author_facet |
Smorodina, N.V. |
| author_sort |
Smorodina, N.V. |
| title |
The measure preserving and nonsingular transformations of the jump Levy processes |
| title_short |
The measure preserving and nonsingular transformations of the jump Levy processes |
| title_full |
The measure preserving and nonsingular transformations of the jump Levy processes |
| title_fullStr |
The measure preserving and nonsingular transformations of the jump Levy processes |
| title_full_unstemmed |
The measure preserving and nonsingular transformations of the jump Levy processes |
| title_sort |
measure preserving and nonsingular transformations of the jump levy processes |
| publisher |
Інститут математики НАН України |
| publishDate |
2008 |
| url |
http://dspace.nbuv.gov.ua/handle/123456789/4544 |
| citation_txt |
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.. |
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AT smorodinanv themeasurepreservingandnonsingulartransformationsofthejumplevyprocesses AT smorodinanv measurepreservingandnonsingulartransformationsofthejumplevyprocesses |
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2023-03-24T08:30:38Z |
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2023-03-24T08:30:38Z |
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1796139192413061120 |