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JOURNALS // Theory of Stochastic Processes // Archive

Theory Stoch. Process., 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

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.

MSC: 28C20, 60H05, 60G57

Language: English



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