Alea 4, 131–165 (2008) General Υ-transformations
نویسندگان
چکیده
In this paper we introduce a general class of transformations of (all or most of) the class ML(R), of d-dimensional Lévy measures on R, into itself. We refer to transformations of this type as Υ transformations (or Upsilon transformations). Closely associated to these are mappings of the set ID(Rd) of all infinitely divisible laws on R into itself. In considerable generality, the mappings are one-to-one, regularising and bi-continuous. Furthermore, in many cases the transformations have a stochastic interpretation in terms of random integrals with respect to Lévy processes.
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