Let ξ(t),t [0,1] be a strictly stable Lévy process with the index of stability α (0,2). By Pξ we denote the law of ξ in the Skorokhod space double struck D sign([0,1],ℝd). For arbitrary ξ we construct Pξ -quasi-invariant semigroup of transformations of double struck D sign([0,1],ℝd. Under some nondegeneracy condition on the spectral measure of the stable process we construct Pξ -quasi-invariant group of transformations of double struck D sign([0,1],ℝd). In symmetric case this group is a group of the invariant transformations. © Springer Science + Business Media B.V. 2007.
Язык оригиналаанглийский
Страницы (с-по)239-250
ЖурналActa Applicandae Mathematicae
Том97
Номер выпуска1-3
СостояниеОпубликовано - 2007
Опубликовано для внешнего пользованияДа

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