The measure preserving and nonsingular transformations of the jump Levy processes
dc.contributor.author | Smorodina, N.V. | |
dc.date.accessioned | 2009-11-25T11:08:45Z | |
dc.date.available | 2009-11-25T11:08:45Z | |
dc.date.issued | 2008 | |
dc.description.abstract | 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. | en_US |
dc.description.sponsorship | This article was partially supported by DFG project 436 RUS 113/823. | en_US |
dc.identifier.citation | 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.. | en_US |
dc.identifier.issn | 0321-3900 | |
dc.identifier.udc | 519.21 | |
dc.identifier.uri | https://nasplib.isofts.kiev.ua/handle/123456789/4544 | |
dc.language.iso | en | en_US |
dc.publisher | Інститут математики НАН України | en_US |
dc.status | published earlier | en_US |
dc.title | The measure preserving and nonsingular transformations of the jump Levy processes | en_US |
dc.type | Article | en_US |
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