On the perturbation problem for occupation densities
From MaRDI portal
Publication:1315399
DOI10.1016/0304-4149(93)00069-RzbMATH Open0804.60040MaRDI QIDQ1315399FDOQ1315399
Authors: P. Imkeller 
Publication date: 19 January 1995
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
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.
semimartingaleoccupation densitiesconditions for continuity of the obtained occupation densitiesprocess of bounded variation
Generalizations of martingales (60G48) Sample path properties (60G17) Stochastic integrals (60H05) Local time and additive functionals (60J55)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Occupation densities
- Title not available (Why is that?)
- Title not available (Why is that?)
- 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
- Sample path properties of stochastic processes
- Sample boundedness of stochastic processes under increment conditions
- On Smoothness Conditions for Trajectories of Random Functions
- Title not available (Why is that?)
- Conditions for sample-continuity and the central limit theorem
- Title not available (Why is that?)
Cited In (2)
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)
