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On the absolute continuity of distributions of occupation times

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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.

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Authors
  1. Yu. A. Davydov
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  2. Sun Xian-Go
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Additional information

Translated fromZapiski Nauchnykh Seminarov POMI, Vol. 216, 1994, pp. 20–32.

This work was partially supported by the Russian Foundation for Basic Research (Grant 93-011-1454). Translated by A. Zaitsev.

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Davydov, Y.A., Xian-Go, S. On the absolute continuity of distributions of occupation times. J Math Sci 88, 13–21 (1998). https://doi.org/10.1007/BF02363257

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  • DOI: https://doi.org/10.1007/BF02363257

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