Zapiski Nauchnykh Seminarov POMI, Problems of the theory of probability distributions. Part 13, Tome 216 (1994), pp. 20-32
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Yu. A. Davydov; Sun Xian-Go. On the absolute continuity of distributions for occupation times. Zapiski Nauchnykh Seminarov POMI, Problems of the theory of probability distributions. Part 13, Tome 216 (1994), pp. 20-32. http://geodesic.mathdoc.fr/item/ZNSL_1994_216_a2/
@article{ZNSL_1994_216_a2,
author = {Yu. A. Davydov and Sun Xian-Go},
title = {On the absolute continuity of distributions for occupation times},
journal = {Zapiski Nauchnykh Seminarov POMI},
pages = {20--32},
year = {1994},
volume = {216},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZNSL_1994_216_a2/}
}
TY - JOUR
AU - Yu. A. Davydov
AU - Sun Xian-Go
TI - On the absolute continuity of distributions for occupation times
JO - Zapiski Nauchnykh Seminarov POMI
PY - 1994
SP - 20
EP - 32
VL - 216
UR - http://geodesic.mathdoc.fr/item/ZNSL_1994_216_a2/
LA - ru
ID - ZNSL_1994_216_a2
ER -
%0 Journal Article
%A Yu. A. Davydov
%A Sun Xian-Go
%T On the absolute continuity of distributions for occupation times
%J Zapiski Nauchnykh Seminarov POMI
%D 1994
%P 20-32
%V 216
%U http://geodesic.mathdoc.fr/item/ZNSL_1994_216_a2/
%G ru
%F ZNSL_1994_216_a2
Some results about the structure of distributions for occupation times $$ \tau=\int_T\mathbb I_G(t,\xi(t))\,dt, $$ where $G$ is a subset of $T\times\mathbb R^1$ and $\xi$ is a Brownian motion or a process of diffusion type, are proved. Bibliography: 10 titles.
