Existence and continuity of occupation densities of stochastic integral processes
DOI10.1214/aop/1176989282zbMath0779.60050OpenAlexW2064039907MaRDI QIDQ686784
Publication date: 11 October 1993
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176989282
Tanaka's formulasecond Wiener chaosKolmogorov's continuity criterionoccupation densitySkorokhod integral processes
Generalizations of martingales (60G48) Linear operators belonging to operator ideals (nuclear, (p)-summing, in the Schatten-von Neumann classes, etc.) (47B10) Sample path properties (60G17) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)
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