On the perturbation problem for occupation densities

DOI10.1016/0304-4149(93)00069-RzbMath0804.60040MaRDI QIDQ1315399

Peter Imkeller

Publication date: 19 January 1995

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

semimartingaleoccupation densitiesconditions for continuity of the obtained occupation densitiesprocess of bounded variation

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Sample path properties (60G17) Stochastic integrals (60H05) Local time and additive functionals (60J55)

Related Items (1)

Stratonovich calculus with spatial parameters and anticipative problems in multiplicative ergodic theory

Cites Work

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• Sample boundedness of stochastic processes under increment conditions
• Sample path properties of stochastic processes
• Occupation densities
• Conditions for sample-continuity and the central limit theorem
• Semi-martingale inequalities via the Garsia-Rodemich-Rumsey lemma, and applications to local times
• The sizes of compact subsets of Hilbert space and continuity of Gaussian processes
• On Smoothness Conditions for Trajectories of Random Functions

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