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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. POMI, 2007 Volume 351, Pages 242–252 (Mi znsl37)

The measure preserving transformations of the multidimensional stable Lévy processes

N. V. Smorodina

Saint-Petersburg State University

Abstract: Let $\xi(t)$, $t\in[0,1]$ be a $\alpha-$stable Lévy process in $\mathbb R^d$. Denote by $\mathcal P_\xi$ the measure generated by $\xi$ in Skorokhod space $\mathbb D([0,1],\mathbb R^d)$. Under some conditions on the spectral measure of the process $\xi$ we construct a group of the $\mathcal P_\xi-$preserving transformations of $\mathbb D([0,1]\mathbb R^d$.

UDC: 519.21

Received: 10.12.2007


 English version:
Journal of Mathematical Sciences (New York), 2008, 152:6, 934–940

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