The measure preserving and nonsingular transformations of the jump Levy processes

• Дата: 2008
• ISSN: 0321-3900
• Автор: Smorodina, N.V.
• Формат: Стаття
• Мова: Англійська
• Опубліковано: Інститут математики НАН України 2008
• Онлайн доступ: https://nasplib.isofts.kiev.ua/handle/123456789/4544
• 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..

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...