Standard

Stratification method for processes with independent increments. / Lifshits, M. A.

In: Journal of Soviet Mathematics, Vol. 27, No. 6, 01.12.1984, p. 3241-3251.

Research output: Contribution to journal › Article › peer-review

Harvard

Lifshits, MA 1984, 'Stratification method for processes with independent increments', Journal of Soviet Mathematics, vol. 27, no. 6, pp. 3241-3251. https://doi.org/10.1007/BF01850672

APA

Lifshits, M. A. (1984). Stratification method for processes with independent increments. Journal of Soviet Mathematics, 27(6), 3241-3251. https://doi.org/10.1007/BF01850672

Vancouver

Lifshits MA. Stratification method for processes with independent increments. Journal of Soviet Mathematics. 1984 Dec 1;27(6):3241-3251. https://doi.org/10.1007/BF01850672

Author

Lifshits, M. A. / Stratification method for processes with independent increments. In: Journal of Soviet Mathematics. 1984 ; Vol. 27, No. 6. pp. 3241-3251.

BibTeX

@article{3c78fbac8108414b960ed6fc171d0eb1,
title = "Stratification method for processes with independent increments",
abstract = "Let {Mathematical expression} be a process with independent increments, Let W be a Wiener process, and let Π be a Poisson measure with independent values. The quasiinvariant transformations {Mathematical expression} under an appropriate kernel g, form a one-parameter semigroup. One considers the partitions of a probability functional space into one-dimensional orbits of the semigroup G. One computes the conditional probabilities. The results of the computations can be used for the investigation of the distributions of the functionals of the process X. A series of results of the paper can be applied to a much wider class of processes and semigroups.",
author = "Lifshits, {M. A.}",
year = "1984",
month = dec,
day = "1",
doi = "10.1007/BF01850672",
language = "English",
volume = "27",
pages = "3241--3251",
journal = "Journal of Mathematical Sciences",
issn = "1072-3374",
publisher = "Springer Nature",
number = "6",

}

RIS

TY - JOUR

T1 - Stratification method for processes with independent increments

AU - Lifshits, M. A.

PY - 1984/12/1

Y1 - 1984/12/1

N2 - Let {Mathematical expression} be a process with independent increments, Let W be a Wiener process, and let Π be a Poisson measure with independent values. The quasiinvariant transformations {Mathematical expression} under an appropriate kernel g, form a one-parameter semigroup. One considers the partitions of a probability functional space into one-dimensional orbits of the semigroup G. One computes the conditional probabilities. The results of the computations can be used for the investigation of the distributions of the functionals of the process X. A series of results of the paper can be applied to a much wider class of processes and semigroups.

AB - Let {Mathematical expression} be a process with independent increments, Let W be a Wiener process, and let Π be a Poisson measure with independent values. The quasiinvariant transformations {Mathematical expression} under an appropriate kernel g, form a one-parameter semigroup. One considers the partitions of a probability functional space into one-dimensional orbits of the semigroup G. One computes the conditional probabilities. The results of the computations can be used for the investigation of the distributions of the functionals of the process X. A series of results of the paper can be applied to a much wider class of processes and semigroups.

UR - http://www.scopus.com/inward/record.url?scp=34250140360&partnerID=8YFLogxK

U2 - 10.1007/BF01850672

DO - 10.1007/BF01850672

M3 - Article

AN - SCOPUS:34250140360

VL - 27

SP - 3241

EP - 3251

JO - Journal of Mathematical Sciences

JF - Journal of Mathematical Sciences

SN - 1072-3374

IS - 6

ER -

ID: 43812320