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Measure preserving transformations of multidimensional stable Lévy processes

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Abstract

Let ξ(t), t ∈ [0, 1], be an α-stable Lévy process in ℝd. Denote by {ie4563-01} the measure generated by ξ in the Skorokhod space {ie4563-02}. Under some conditions on the spectral measure of the process ξ, we construct a group of {ie4563-03}-preserving transformations of {ie4563-04}. Bibliography: 12 titles.

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  1. St.Petersburg State University, St.Petersburg, Russia

    N. V. Smorodina

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  1. N. V. Smorodina
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Correspondence to N. V. Smorodina.

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Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 351, 2007, pp. 242–252.

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Smorodina, N.V. Measure preserving transformations of multidimensional stable Lévy processes. J Math Sci 152, 934–940 (2008). https://doi.org/10.1007/s10958-008-9111-6

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  • DOI: https://doi.org/10.1007/s10958-008-9111-6

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