The absolute continuity of random measures generated by symmetric stochastic integrals (Q2771532)
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scientific article; zbMATH DE number 1705777
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The absolute continuity of random measures generated by symmetric stochastic integrals |
scientific article; zbMATH DE number 1705777 |
Statements
17 February 2002
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random measure
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integrability
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absolute continuity
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0.91967547
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0.91773766
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0.90646446
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0.90312433
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0.9021546
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The absolute continuity of random measures generated by symmetric stochastic integrals (English)
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This article is a further extension of the author's previous article [Ukr. Math. J. 51, No. 8, 1226-1236 (1999); translation from Ukr. Mat. Zh. 51, No. 8, 1087-1095 (1999; Zbl 0957.60054)]. The author proposes sufficient conditions for integrability of the function \(g=h(f)\) with respect to a general random measure \(\mu\), when \(h\) is an analytic function and \(f\) is integrable with respect to \(\mu\). Results on absolute continuity of \(\int_A h(f) d\mu\) are presented.
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