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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. POMI, 1994 Volume 216, Pages 20–32 (Mi znsl5942)

This article is cited 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.

UDC: 519.2

Received: 12.07.1993


 English version:
Journal of Mathematical Sciences (New York), 1998, 88:1, 13–21

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© Steklov Math. Inst. of RAS, 2024