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Theory of Stochastic Processes, 2008, Volume 14(30), Issue 1, Pages 144–154 (Mi thsp137)  

The measure preserving and nonsingular transformations of the jump Lévy processes

Natalya V. Smorodina

1, Ul'yanovskaya str., Staryi Petergof, St.-Petersburg State University, Physical Department, St.-Petetsburg 198504, Russia
References:
Abstract: Let $\xi(t), t\in[0, 1],$ be a jump Lévy process. By ${\mathcal P}_\xi,$ we denote the law of $\xi$ in the Skorokhod space ${\mathbb D}[0, 1].$ Under some conditions on the Lévy measure of the process, we construct the group of ${\mathcal P}_\xi$ – preserving transformations of ${\mathbb D}[0, 1].$ For the Lévy process that has only positive (or only negative) jumps, we construct the semigroup of nonsingular transformations.
Bibliographic databases:
Document Type: Article
MSC: 28C20, 60H05, 60G57
Language: English
Citation: Natalya V. Smorodina, “The measure preserving and nonsingular transformations of the jump Lévy processes”, Theory Stoch. Process., 14(30):1 (2008), 144–154
Citation in format AMSBIB
\Bibitem{Smo08}
\by Natalya~V.~Smorodina
\paper The measure preserving and nonsingular
transformations of the jump L\'{e}vy processes
\jour Theory Stoch. Process.
\yr 2008
\vol 14(30)
\issue 1
\pages 144--154
\mathnet{http://mi.mathnet.ru/thsp137}
\mathscinet{https://mathscinet.ams.org/mathscinet-getitem?mr=2479714}
\zmath{https://zbmath.org/?q=an:1199.28049}
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  • https://www.mathnet.ru/eng/thsp/v14/i1/p144
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