MULTIPLICATIVE FUNCTIONALS OF LEVY PROCESSES

被引：1

作者：

YING, JG ^{[1
]}

机构：

[1] UNIV CALIF SAN DIEGO,DEPT MATH,LA JOLLA,CA 92093

来源：

STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 1995年 / 58卷 / 02期

关键词：

LEVY PROCESSES; MULTIPLICATIVE FUNCTIONALS; REVUZ MEASURES; INFINITESIMAL GENERATOR;

D O I：

10.1016/0304-4149(95)00017-2

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In the present paper we introduce homogeneous multiplicative functionals (MFs) of Levy processes and give their characterizations. We also give a characterization of a measure to be the Revuz measure of a homogeneous MF and the expression of the Levy exponent of the corresponding subprocess.

引用

页码：319 / 327

页数：9