Journal of Mathematical Sciences

, Volume 88, Issue 1, pp 13–21 | Cite as

On the absolute continuity of distributions of occupation times

  • Yu. A. Davydov
  • Sun Xian-Go
Article
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Abstract

Some results about the structure of distributions for occupation times
$$\tau = \int\limits_T {II_G (t,\xi (t))dt}$$
, where G is a subset of T × ℝ1 and ξ is a Brownian motion or a process of diffusion type, are proved. Bibliography: 10 titles.

Keywords

Brownian Motion Diffusion Type Absolute Continuity Occupation Time 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.
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Copyright information

© Plenum Publishing Corporation 1998

Authors and Affiliations

  • Yu. A. Davydov
  • Sun Xian-Go

There are no affiliations available

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