TRANSFORMATION OF MEASURES GENERATED BY JUMP LÉVY PROCESSES

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TRANSFORMATION OF MEASURES GENERATED BY JUMP LÉVY PROCESSES. / Smorodina, N.V.

In: Journal of Mathematical Sciences, No. 4, 2007, p. 6950-6957.

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

BibTeX

@article{78f0d76b223d41d1b9d9e05d82abcd63,

title = "TRANSFORMATION OF MEASURES GENERATED BY JUMP L{\'E}VY PROCESSES",

abstract = "Let ξ(t), t [0, 1], be a jump L{\'e}vy process. We denote by Pξ law of ξ in the Skorokhod space [0, 1]. Under some nondegeneracy condition on the L{\'e}vy measure Λ of the process, we construct a group of Pξ-preserving transformations of the space double-struck D sign[0, 1]. Bibliography: 11 titles. {\textcopyright} 2007 Springer Science+Business Media, Inc.",

author = "N.V. Smorodina",

year = "2007",

language = "English",

pages = "6950--6957",

journal = "Journal of Mathematical Sciences",

issn = "1072-3374",

publisher = "Springer Nature",

number = "4",

}

RIS

TY - JOUR

T1 - TRANSFORMATION OF MEASURES GENERATED BY JUMP LÉVY PROCESSES

AU - Smorodina, N.V.

PY - 2007

Y1 - 2007

N2 - Let ξ(t), t [0, 1], be a jump Lévy process. We denote by Pξ law of ξ in the Skorokhod space [0, 1]. Under some nondegeneracy condition on the Lévy measure Λ of the process, we construct a group of Pξ-preserving transformations of the space double-struck D sign[0, 1]. Bibliography: 11 titles. © 2007 Springer Science+Business Media, Inc.

AB - Let ξ(t), t [0, 1], be a jump Lévy process. We denote by Pξ law of ξ in the Skorokhod space [0, 1]. Under some nondegeneracy condition on the Lévy measure Λ of the process, we construct a group of Pξ-preserving transformations of the space double-struck D sign[0, 1]. Bibliography: 11 titles. © 2007 Springer Science+Business Media, Inc.

M3 - Article

SP - 6950

EP - 6957

JO - Journal of Mathematical Sciences

JF - Journal of Mathematical Sciences

SN - 1072-3374

IS - 4

ER -

ID: 5176046