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MEASURE PRESERVING TRANSFORMATIONS OF MULTIDIMENSIONAL STABLE LÉVY PROCESSES. / Smorodina, N.V.

In: Journal of Mathematical Sciences, Vol. 152, No. 6, 2008, p. 934-940.

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Smorodina, N.V. / MEASURE PRESERVING TRANSFORMATIONS OF MULTIDIMENSIONAL STABLE LÉVY PROCESSES. In: Journal of Mathematical Sciences. 2008 ; Vol. 152, No. 6. pp. 934-940.

BibTeX

@article{eec6793613b1473db577d4cfadd3f6e4,
title = "MEASURE PRESERVING TRANSFORMATIONS OF MULTIDIMENSIONAL STABLE L{\'E}VY PROCESSES",
abstract = "Let ξ(t), t ∈ [0, 1], be an α-stable L{\'e}vy 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. {\textcopyright} 2008 Springer Science+Business Media, Inc.",
author = "N.V. Smorodina",
year = "2008",
doi = "DOI: 10.1007/s10958-008-9111-6",
language = "English",
volume = "152",
pages = "934--940",
journal = "Journal of Mathematical Sciences",
issn = "1072-3374",
publisher = "Springer Nature",
number = "6",

}

RIS

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