Результаты исследований: Научные публикации в периодических изданиях › статья › Рецензирование
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.
Язык оригинала | английский |
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Страницы (с-по) | 3241-3251 |
Число страниц | 11 |
Журнал | Journal of Soviet Mathematics |
Том | 27 |
Номер выпуска | 6 |
DOI | |
Состояние | Опубликовано - 1 дек 1984 |
ID: 43812320