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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. POMI, 2006 Volume 339, Pages 135–150 (Mi znsl162)

This article is cited in 4 papers

The invariant and quasi-invariant transformations of the stable processes with independent increments

N. V. Smorodina

Saint-Petersburg State University

Abstract: Let $\xi(t)$, $t\in[0,1]$ be a strictly stable process with the index of stability $\alpha\in(0,2)$. By $\mathcal P_\xi$ we denote the law of $\xi$ in the Skorokhod space $\mathbb D[0,1]$. For arbitrary strictly stable process $\xi$ we construct $\mathcal P_\xi-$quasi-invariant semigroup of transformations of $\mathbb D[0,1]$. For strictly stable processes with positive and negative jumps we construct $\mathcal P_\xi-$quasi-invariant group of transformations of $\mathbb D[0,1]$. In symmetric case this group is a group of the invariant transformations.

UDC: 519.21

Received: 11.11.2006


 English version:
Journal of Mathematical Sciences (New York), 2007, 145:2, 4914–4922

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