Measure preserving transformations of jump Lévy processes

被引:0
|
作者
Gribkova S.S. [1 ]
机构
[1] St.Petersburg State University, St.Petersburg
关键词
Measure Preserve; Configuration Space; Nondegeneracy Condition; Preserve Transformation; Measure Preserve Transformation;
D O I
10.1007/s10958-010-9937-6
中图分类号
学科分类号
摘要
Let ξ (t),t ∈ [0,1], be a jump Lévy process. By P ξ we denote the law of in the Skorokhod space D[0, 1]. Under some nondegeneracy condition on the Lévy measure Λ of the process, we construct a group of P ξ-preserving transformations of the space D[0, 1]. Bibliography: 10 titles. © 2010 Springer Science+Business Media, Inc.
引用
收藏
页码:506 / 511
页数:5
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