The measure preserving and nonsingular transformations of the jump Lévy processes

MaRDI QIDQ5324914zbMATH OpenFDO

Authors N. V. Smorodina

Publication date 8 August 2009

zbMATH Keywords

configuration spacegroup of transformationsLévy processmeasure preserving transformationnonsingular transformationsPoisson measure

Mathematics Subject Classification ID

Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Random measures (60G57) Stochastic integrals (60H05)

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Cited in

(9)

• Nonsingular transformations of symmetric Lévy processes
• The transformation theorem for two-parameter pure jump martingales
• On a transformation between distributions obeying the principle of a single big jump
• Nonsingular transformations of a class of tempered Lévy processes
• Measure preserving transformations of multidimensional stable Lévy processes
• Measure preserving transformations of jump Lévy processes
• The measure preserving and nonsingular transformations of the jump Lévy processes
• A zero-one law for linear transformations of Lévy noise
• scientific article; zbMATH DE number 5654553 (Why is no real title available?)

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