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MEASURE PRESERVING TRANSFORMATIONS OF MULTIDIMENSIONAL STABLE LÉVY PROCESSES
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Department of Higher Mathematics and Mathematical Physics
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Links
http://elibrary.ru/item.asp?id=11815429
DOI
https://doi.org/DOI: 10.1007/s10958-008-9111-6
Other version
N.V. Smorodina
Let ξ(t), t ∈ [0, 1], be an α-stable Lévy process in ℝd. Denote by Pξ the measure generated by ξ in the Skorokhod space double-struck D([0, 1], ℝd. Under some conditions on the spectral measure of the process ξ, we construct a group of Pξ-preserving transformations of double-struck D([0, 1], ℝd). Bibliography: 12 titles. © 2008 Springer Science+Business Media, Inc.
Original language
English
Pages (from-to)
934-940
Journal
Journal of Mathematical Sciences
Volume
152
Issue number
6
DOIs
https://doi.org/DOI: 10.1007/s10958-008-9111-6
State
Published -
2008
ID: 5175835