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dc.contributor.author |
Smorodina, N.V. |
|
dc.date.accessioned |
2009-11-25T11:08:45Z |
|
dc.date.available |
2009-11-25T11:08:45Z |
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dc.date.issued |
2008 |
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dc.identifier.citation |
The measure preserving and nonsingular transformations of the jump Levy processes / N.V. Smorodina // Theory of Stochastic Processes. — 2008. — Т. 14 (30), № 1. — С. 144–154. — Бібліогр.: 8 назв.— англ.. |
en_US |
dc.identifier.issn |
0321-3900 |
|
dc.identifier.uri |
http://dspace.nbuv.gov.ua/handle/123456789/4544 |
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dc.description.abstract |
Let ξ(t), t belongs [0, 1], be a jump Levy process. By Pξ, we denote the law of ξ in the Skorokhod space D[0, 1]. Under some conditions on the Levy measure of the process, we construct the group of Pξ preserving transformations of D[0, 1]. For the Levy process that has only positive (or only negative) jumps, we construct the semigroup of nonsingular transformations. |
en_US |
dc.description.sponsorship |
This article was partially supported by DFG project 436 RUS 113/823. |
en_US |
dc.language.iso |
en |
en_US |
dc.publisher |
Інститут математики НАН України |
en_US |
dc.title |
The measure preserving and nonsingular transformations of the jump Levy processes |
en_US |
dc.type |
Article |
en_US |
dc.status |
published earlier |
en_US |
dc.identifier.udc |
519.21 |
|
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