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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. POMI, 2009 Volume 368, Pages 130–140 (Mi znsl3508)

The measure preserving transformations of the jump Lévy process

S. S. Gribkova

Saint-Petersburg State University, Saint-Petersburg, 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 nondegeneracy condition on the Lévy measure $\Lambda$ of the process we construct a group of a $\mathcal P_\xi$-preserving transformations of the space $\mathbb D[0,1]$. Bibl. – 10 titles.

Key words and phrases: space of configurations, Poisson measure, group of transformations, measure preserving transformations.

UDC: 519.21

Received: 10.10.2009


 English version:
Journal of Mathematical Sciences (New York), 2010, 167:4, 506–511

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