Quasi-invariance properties of a class of subordinators

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dc.creatorVon Renesse, Max-K.
dc.creatorYor, Marc
dc.creatorZambotti, Lorenzo
dc.date2007-06-20
dc.date.accessioned2026-07-07T08:11:22Z
dc.date.available2026-07-07T08:11:22Z
dc.descriptionWe study absolute-continuity properties of a class of stochastic processes, including the gamma and the Dirichlet processes. We prove that the laws of a general class of non-linear transformations of such processes are locally equivalent to the law of the original process and we compute explicitly the associated Radon-Nikodym densities. This work unifies and generalizes to random non-linear transformations several previous results on quasi-invariance of gamma and Dirichlet processes.
dc.identifierhttps://arxiv.org/abs/0706.3010
dc.identifierhttp://arxiv.org/abs/0706.3010
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/132102
dc.subjectProbability
dc.titleQuasi-invariance properties of a class of subordinators
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