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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
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.
Citation:
Natalya V. Smorodina, “The measure preserving and nonsingular
transformations of the jump Lévy processes”, Theory Stoch. Process., 14(30):1 (2008), 144–154
Linking options:
https://www.mathnet.ru/eng/thsp137 https://www.mathnet.ru/eng/thsp/v14/i1/p144
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| Abstract page: | 145 | | Full-text PDF : | 61 | | References: | 39 |
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