The invariant and quasi-invariant transformations of the stable Lévy processes

DOI10.1007/S10440-007-9125-YMaRDI QIDQ996766zbMATH OpenOpenAlexFDO

Authors N. V. Smorodina

Publication date 19 July 2007

Published in Acta Applicandae Mathematicae (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10440-007-9125-y

zbMATH Keywords

Poisson measureAbsolute continuityGroup of transformationsInvariant transformationQuasi-invariant transformationSpace of configurationsLévy process

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 4009479 (Why is no real title available?)
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• scientific article; zbMATH DE number 1402217 (Why is no real title available?)
• scientific article; zbMATH DE number 227027 (Why is no real title available?)
• Absolute continuity of Poisson random fields
• Quasi-invariance of the gamma process and multiplicative properties of the Poisson-Dirichlet measures
• The inner product of path space measures corresponding to random processes with independent increments

Cited in

(12)

• Lévy stable distributions via associated integral transform
• scientific article; zbMATH DE number 1981810 (Why is no real title available?)
• Nonsingular transformations of symmetric Lévy processes
• A zero-one law for linear transformations of Lévy noise
• The measure preserving and nonsingular transformations of the jump Lévy processes
• The measure preserving and nonsingular transformations of the jump Lévy processes
• Nonsingular transformations of a class of tempered Lévy processes
• Group self-similar stable processes in \(\mathbb R^d\)
• A distributional approach to multiple stochastic integrals and transformations of the Poisson measure. II
• scientific article; zbMATH DE number 5161484 (Why is no real title available?)
• Measure preserving transformations of multidimensional stable Lévy processes
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