Teoriâ veroâtnostej i ee primeneniâ, Tome 23 (1978) no. 3, pp. 650-654
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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/
@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
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.