Research output: Contribution to journal › Article › peer-review
MEASURE PRESERVING TRANSFORMATIONS OF MULTIDIMENSIONAL STABLE LÉVY PROCESSES. / Smorodina, N.V.
In: Journal of Mathematical Sciences, Vol. 152, No. 6, 2008, p. 934-940.Research output: Contribution to journal › Article › peer-review
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TY - JOUR
T1 - MEASURE PRESERVING TRANSFORMATIONS OF MULTIDIMENSIONAL STABLE LÉVY PROCESSES
AU - Smorodina, N.V.
PY - 2008
Y1 - 2008
N2 - 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.
AB - 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.
U2 - DOI: 10.1007/s10958-008-9111-6
DO - DOI: 10.1007/s10958-008-9111-6
M3 - Article
VL - 152
SP - 934
EP - 940
JO - Journal of Mathematical Sciences
JF - Journal of Mathematical Sciences
SN - 1072-3374
IS - 6
ER -
ID: 5175835