Two-parameter Lévy processes: ItÔ formula, semigroups, and generators
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...
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| Date: | 1995 |
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| Main Authors: | , |
| Format: | Article |
| Language: | English |
| Published: |
Institute of Mathematics, NAS of Ukraine
1995
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| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/5490 |
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| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
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