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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| Date: | 2008 |
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| Format: | Article |
| Language: | English |
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Інститут математики НАН України
2008
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| Online Access: | https://nasplib.isofts.kiev.ua/handle/123456789/4544 |
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| Cite this: | 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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Smorodina, N.V. 2009-11-25T11:08:45Z 2009-11-25T11:08:45Z 2008 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 https://nasplib.isofts.kiev.ua/handle/123456789/4544 519.21 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. This article was partially supported by DFG project 436 RUS 113/823. en Інститут математики НАН України The measure preserving and nonsingular transformations of the jump Levy processes Article published earlier |
| institution |
Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| collection |
DSpace DC |
| title |
The measure preserving and nonsingular transformations of the jump Levy processes |
| spellingShingle |
The measure preserving and nonsingular transformations of the jump Levy processes Smorodina, N.V. |
| 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 |
| author |
Smorodina, N.V. |
| author_facet |
Smorodina, N.V. |
| publishDate |
2008 |
| language |
English |
| publisher |
Інститут математики НАН України |
| format |
Article |
| 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.
|
| issn |
0321-3900 |
| url |
https://nasplib.isofts.kiev.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 |
| first_indexed |
2025-12-07T18:53:25Z |
| last_indexed |
2025-12-07T18:53:25Z |
| _version_ |
1850876735329927168 |