On the perturbation problem for occupation densities

DOI10.1016/0304-4149(93)00069-RMaRDI QIDQ1315399zbMATH OpenFDO

Authors P. 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)

Recommendations

• Occupation densities of stratonovitch stochastic differential equations with boundary conditions
• Existence and continuity of occupation densities of stochastic integral processes
• Occupation densities for SPDEs with reflection.
• Refined large deviation asymptotics for the classical occupancy problem
• On densities for solutions to stochastic fixed point equations
• scientific article; zbMATH DE number 3996738
• Large deviation asymptotics for occupancy problems.

Cites work

• scientific article; zbMATH DE number 3883309 (Why is no real title available?)
• scientific article; zbMATH DE number 3818776 (Why is no real title available?)
• scientific article; zbMATH DE number 3822824 (Why is no real title available?)
• scientific article; zbMATH DE number 3780340 (Why is no real title available?)
• scientific article; zbMATH DE number 49190 (Why is no real title available?)
• scientific article; zbMATH DE number 3362451 (Why is no real title available?)
• Conditions for sample-continuity and the central limit theorem
• Occupation densities
• On Smoothness Conditions for Trajectories of Random Functions
• Sample boundedness of stochastic processes under increment conditions
• Sample path properties of stochastic processes
• 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

Cited in

(2)

• scientific article; zbMATH DE number 3998885 (Why is no real title available?)
• Stratonovich calculus with spatial parameters and anticipative problems in multiplicative ergodic theory

This page was built for publication: On the perturbation problem for occupation densities

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1315399)