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On the absolute continuity of distributions of occupation times

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Publication:677234
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DOI10.1007/BF02363257zbMath0898.60076OpenAlexW2091033857MaRDI QIDQ677234

Xiango Sun, Yu. A. Davydov

Publication date: 12 October 1998

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/68478


zbMATH Keywords

Brownian motiondistributions of occupation times


Mathematics Subject Classification ID

Brownian motion (60J65) Local time and additive functionals (60J55)





Cites Work

  • The absolute continuity of distributions of functionals of diffusion processes
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