The measure preserving transformations of the jump L\'evy process
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 15, Tome 368 (2009), pp. 130-140
Voir la notice de l'article provenant de la source Math-Net.Ru
Let $\xi(t)$, $t\in[0,1]$, be a jump Lévy process. By $\mathcal P_\xi$ we denote the law of $\xi$ in the Skorokhod space $\mathbb D[0,1]$. Under some nondegeneracy condition on the Lévy measure $\Lambda$ of the process we construct a group of a $\mathcal P_\xi$-preserving transformations of the space $\mathbb D[0,1]$. Bibl. – 10 titles.
@article{ZNSL_2009_368_a9,
author = {S. S. Gribkova},
title = {The measure preserving transformations of the jump {L\'evy} process},
journal = {Zapiski Nauchnykh Seminarov POMI},
pages = {130--140},
publisher = {mathdoc},
volume = {368},
year = {2009},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZNSL_2009_368_a9/}
}
S. S. Gribkova. The measure preserving transformations of the jump L\'evy process. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 15, Tome 368 (2009), pp. 130-140. http://geodesic.mathdoc.fr/item/ZNSL_2009_368_a9/