Geodesic
Absolute continuity of solutions to the affine stochastic equation
Witold Świątkowski1
1 Institute of Mathematics University of Wrocław 50-384 Wrocław, Poland
Colloquium Mathematicum, Tome 149 (2017) no. 1, pp. 125-136.

Voir la notice de l'article provenant de la source Institute of Mathematics Polish Academy of Sciences

We study local regularity of perpetuities, i.e. solutions $X$ to the stochastic equation $X\overset{d}{=}AX+B$. We give some nontrivial conditions on the law of $(A,B)$ that imply absolute continuity of the law $P_X$ of $X$.
DOI : 10.4064/cm6871-7-2016
Keywords: study local regularity perpetuities solutions stochastic equation overset nontrivial conditions law imply absolute continuity law

Witold Świątkowski 1

1 Institute of Mathematics University of Wrocław 50-384 Wrocław, Poland 
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Witold Świątkowski. Absolute continuity of solutions to the affine stochastic equation. Colloquium Mathematicum, Tome 149 (2017) no. 1, pp. 125-136. doi : 10.4064/cm6871-7-2016. http://geodesic.mathdoc.fr/articles/10.4064/cm6871-7-2016/

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