The measure preserving and nonsingular transformations of the jump Levy processes
| Autor: | Smorodina, N.V. |
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| Jazyk: | angličtina |
| Rok vydání: | 2008 |
| Předmět: | |
| Popis: | 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. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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