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Zapiski Nauchnykh Seminarov POMI, 1994, Volume 216, Pages 20–32
(Mi znsl5942)
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This article is cited in 6 scientific papers (total in 6 papers)
On the absolute continuity of distributions for occupation times
Yu. A. Davydov, Sun Xian-Go Saint Petersburg State University
Abstract:
Some results about the structure of distributions for occupation times
$$
\tau=\int_T\mathbb I_G(t,\xi(t))\,dt,
$$
where $G$ is a subset of $T\times\mathbb R^1$ and $\xi$ is a Brownian motion or a process of diffusion type, are proved. Bibliography: 10 titles.
Received: 12.07.1993
Citation:
Yu. A. Davydov, Sun Xian-Go, “On the absolute continuity of distributions for occupation times”, Problems of the theory of probability distributions. Part 13, Zap. Nauchn. Sem. POMI, 216, Nauka, St. Petersburg, 1994, 20–32; J. Math. Sci. (New York), 88:1 (1998), 13–21
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https://www.mathnet.ru/eng/znsl5942 https://www.mathnet.ru/eng/znsl/v216/p20
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Abstract page: | 280 | Full-text PDF : | 47 |
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