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Teoriya Veroyatnostei i ee Primeneniya, 1978, Volume 23, Issue 3, Pages 650–654
(Mi tvp3086)
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This article is cited in 6 scientific papers (total in 6 papers)
Short Communications
On sojourn times for functions and stochastic processes
Yu. A. Davydov, A. L. Rozin Leningrad
Abstract:
For processes with $d$-dimensional ($d>1$) parameter and with realizations in the class Lip 1, sufficient conditions for the existence of the density of a sojourn time are given. If realizations of the process are in the class $C^d$ ($[0,1]^d$), these conditions are also necessary. For analogs of the Brownian motion with $d$-dimensional parameter, estimates for the smoothness of the sojourn time density are obtained.
Received: 28.02.1977
Citation:
Yu. A. Davydov, A. L. Rozin, “On sojourn times for functions and stochastic processes”, Teor. Veroyatnost. i Primenen., 23:3 (1978), 650–654; Theory Probab. Appl., 23:3 (1979), 633–637
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