RUS  ENG
Full version
JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1978 Volume 23, Issue 3, Pages 650–654 (Mi tvp3086)

This article is cited 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


 English version:
Theory of Probability and its Applications, 1979, 23:3, 633–637

Bibliographic databases:


© Steklov Math. Inst. of RAS, 2025