• Title of article

    Multiplicative functionals of Lévy processes

  • Author/Authors

    Ying، نويسنده , , Jiangang، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 1995
  • Pages
    9
  • From page
    319
  • To page
    327
  • Abstract
    In the present paper we introduce homogeneous multiplicative functionals (MFs) of Lévy 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 Lévy exponent of the corresponding subprocess.
  • Keywords
    Infinitesimal generator , 60J30 , 60J57 , Revuz measures , multiplicative functionals , Lévy processes
  • Journal title
    Stochastic Processes and their Applications
  • Serial Year
    1995
  • Journal title
    Stochastic Processes and their Applications
  • Record number

    1575746

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=1575746