Condition for intersection occupation measure to be absolutely continuous

• Дата: 2020
• Автор: Chen, X.
• Формат: Стаття
• Мова: Українська
• Опубліковано: Institute of Mathematics, NAS of Ukraine 2020
• Онлайн доступ: https://umj.imath.kiev.ua/index.php/umj/article/view/6278
• Назва журналу: Ukrains’kyi Matematychnyi Zhurnal

UDC 519.21 Given the i.i.d. $\mathbb{R}^d$-valued stochastic processes $X_1(t),\ldots, X_p(t),$ $p\ge 2,$ with the stationary increments, a minimal condition is provided for the occupation measure$$\mu_t(B)=\int\limits _{[0,t]^p}1_B\big(X_1(s_1) - X_2(s_2),\ldots, X_{p-1}(s_{p-1}) -$$ $$- X_p(s_p)\b...