Two-parameter Lévy processes: ItÔ formula, semigroups, and generators
Abstract
We consider random Lévy fields, i.e., stationary fields continuous in probability and having independent increments. We prove that the trajectories of such fields have at most one jump on every line parallel to the axes. We derive an expression for the ItÔ change of variables for Lévy fields. We also consider semigroups generated by Lévy fields and their generators.Published
25.07.1995
Issue
Section
Research articles
How to Cite
Mishura, Yu. S. “Two-Parameter Lévy Processes: ItÔ Formula, Semigroups, and Generators”. Ukrains’kyi Matematychnyi Zhurnal, vol. 47, no. 7, July 1995, pp. 952–961, https://umj.imath.kiev.ua/index.php/umj/article/view/5490.