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Condition for the Intersection Occupation Measure to be Absolutely Continuous
Ukrainian Mathematical Journal ( IF 0.5 ) Pub Date : 2021-04-10 , DOI: 10.1007/s11253-021-01867-5
X. Chen

Given i.i.d. ℝd-valued stochastic processes X1(t), . . . ,Xp(t), p ≥ 2, with stationary increments, a minimal condition is provided for the occupation measure

\( {\mu}_t(B)=\underset{\left[0,t\right]}{\int }1B\left({X}_1\left({s}_1\right)-{X}_2\left({s}_2\right),\dots, {X}_{p-1}\left({s}_{p-1}\right)-{X}_p\left({s}_p\right)\right){ds}_1\dots {ds}_p, \) B ⊂ ℝd(p−1),

to be absolutely continuous with respect to the Lebesgue measure on ℝd(p−1). An isometry identity related to the resulting density (known as intersection local time) is also established.



中文翻译:

交叉口占用措施绝对连续的条件

鉴于IIDℝ d -valued随机过程X 1,。。。中,X p,对≥ 2 具有固定的增量,提供了用于占用度量的最小条件

\({\ mu} _t(B)= \ underset {\ left [0,t \ right]} {\ int} 1B \ left({X} _1 \ left({s} _1 \ right)-{X} _2 \ left({s} _2 \ right),\ dots,{X} _ {p-1} \ left({s} _ {p-1} \ right)-{X} _p \ left({s} _p \右)\右){DS} _1 \点{DS} _p,\) ⊂ℝ d对- 1)

是相对于所述Lebesgue测度上ℝ绝对连续d对- 1) 还建立了与所得密度(称为交点本地时间)相关的等距线身份。

更新日期:2021-04-11
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