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Measure preserving transformations of jump Lévy processes

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Let \( \xi (t),t \in \left[ {0,1} \right] \), be a jump Lévy process. By \( {\mathcal{P}_\xi } \) we denote the law of in the Skorokhod space \( {\mathbb{D}} \)[0, 1]. Under some nondegeneracy condition on the Lévy measure Λ of the process, we construct a group of \( {\mathcal{P}_\xi } \)-preserving transformations of the space \( {\mathbb{D}} \)[0, 1]. Bibliography: 10 titles.

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Authors and Affiliations

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

    S. S. Gribkova

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  1. S. S. Gribkova
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Correspondence to S. S. Gribkova.

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Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 368, 2009, pp. 130–140.

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Gribkova, S.S. Measure preserving transformations of jump Lévy processes. J Math Sci 167, 506–511 (2010). https://doi.org/10.1007/s10958-010-9937-6

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  • DOI: https://doi.org/10.1007/s10958-010-9937-6

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