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

DOI10.1007/s10440-007-9125-yzbMath1155.28303OpenAlexW2053295818MaRDI QIDQ996766

Nataliya 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 measureLévy processAbsolute continuityGroup of transformationsInvariant transformationQuasi-invariant transformationSpace of configurations

Mathematics Subject Classification ID

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

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A distributional approach to multiple stochastic integrals and transformations of the Poisson measure. II

Cites Work

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• Absolute continuity of Poisson random fields
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