RUS  ENG
Полная версия
ЖУРНАЛЫ // Theory of Stochastic Processes // Архив

Theory Stoch. Process., 2008, том 14(30), выпуск 1, страницы 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

Аннотация: 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.

Ключевые слова: Configuration space, Poisson measure, group of transformations, measure preserving transformations, nonsingular transformations, Lévy process.

MSC: 28C20, 60H05, 60G57

Язык публикации: английский



Реферативные базы данных:


© МИАН, 2025