DOI

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 оригиналаанглийский
Страницы (с-по)3241-3251
Число страниц11
ЖурналJournal of Soviet Mathematics
Том27
Номер выпуска6
DOI
СостояниеОпубликовано - 1 дек 1984

    Предметные области Scopus

  • Математика (все)

ID: 43812320