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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Інститут математики НАН України
2008
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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.. |
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Digital Library of Periodicals of National Academy of Sciences of Ukraine| _version_ | 1862725606300450816 |
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| author | Smorodina, N.V. |
| author_facet | Smorodina, N.V. |
| 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.. |
| collection | DSpace DC |
| 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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| first_indexed | 2025-12-07T18:53:25Z |
| format | Article |
| fulltext | |
| id | nasplib_isofts_kiev_ua-123456789-4544 |
| institution | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| issn | 0321-3900 |
| language | English |
| last_indexed | 2025-12-07T18:53:25Z |
| publishDate | 2008 |
| publisher | Інститут математики НАН України |
| record_format | dspace |
| spelling | 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 |
| spellingShingle | The measure preserving and nonsingular transformations of the jump Levy processes Smorodina, N.V. |
| title | 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_short | The measure preserving and nonsingular transformations of the jump Levy processes |
| title_sort | measure preserving and nonsingular transformations of the jump levy processes |
| url | https://nasplib.isofts.kiev.ua/handle/123456789/4544 |
| work_keys_str_mv | AT smorodinanv themeasurepreservingandnonsingulartransformationsofthejumplevyprocesses AT smorodinanv measurepreservingandnonsingulartransformationsofthejumplevyprocesses |