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Zap. Nauchn. Sem. POMI, 2007 Volume 341, Pages 174–188 (Mi znsl143)

The measure preserving and nonsingular transformations of the jump Lévy processes

N. V. Smorodina

Saint-Petersburg State University

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 $\mathbb D[0,1]$.

UDC: 519.21

Received: 27.03.2007


 English version:
Journal of Mathematical Sciences (New York), 2007, 147:4, 6950–6957

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© Steklov Math. Inst. of RAS, 2024