Geodesic
On sojourn times for functions and stochastic processes
Teoriâ veroâtnostej i ee primeneniâ, Tome 23 (1978) no. 3, pp. 650-654 Cet article a éte moissonné depuis la source Math-Net.Ru

Voir la notice de l'article

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. 
@article{TVP_1978_23_3_a16,
     author = {Yu. A. Davydov and A. L. Rozin},
     title = {On sojourn times for functions and stochastic processes},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {650--654},
     year = {1978},
     volume = {23},
     number = {3},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1978_23_3_a16/}
}
TY  - JOUR
AU  - Yu. A. Davydov
AU  - A. L. Rozin
TI  - On sojourn times for functions and stochastic processes
JO  - Teoriâ veroâtnostej i ee primeneniâ
PY  - 1978
SP  - 650
EP  - 654
VL  - 23
IS  - 3
UR  - http://geodesic.mathdoc.fr/item/TVP_1978_23_3_a16/
LA  - ru
ID  - TVP_1978_23_3_a16
ER  - 
%0 Journal Article
%A Yu. A. Davydov
%A A. L. Rozin
%T On sojourn times for functions and stochastic processes
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1978
%P 650-654
%V 23
%N 3
%U http://geodesic.mathdoc.fr/item/TVP_1978_23_3_a16/
%G ru
%F TVP_1978_23_3_a16
Yu. A. Davydov; A. L. Rozin. On sojourn times for functions and stochastic processes. Teoriâ veroâtnostej i ee primeneniâ, Tome 23 (1978) no. 3, pp. 650-654. http://geodesic.mathdoc.fr/item/TVP_1978_23_3_a16/