Two-parameter Lévy processes: ItÔ formula, semigroups, and generators

• Datum: 1995
• Hauptverfasser: Mishura, Yu. S., Мішура, Ю. С.
• Format: Artikel
• Sprache: Englisch
• Veröffentlicht: Institute of Mathematics, NAS of Ukraine 1995
• Online Zugang: https://umj.imath.kiev.ua/index.php/umj/article/view/5490
• Назва журналу: Ukrains’kyi Matematychnyi Zhurnal

We consider random Lévy fields, i.e., stationary fields continuous in probability and having independent increments. We prove that the trajectories of such fields have at most one jump on every line parallel to the axes. We derive an expression for the ItÔ change of variables for Lévy fields. We als...