Condition for intersection occupation measure to be absolutely continuous
Keyword(s):
UDC 519.21 Given the i.i.d. -valued stochastic processes with the stationary increments, a minimal condition is provided for the occupation measure to be absolutely continuous with respect to the Lebesgue measure on An isometry identity related to the resulting density (known as intersection local time) is also established.
Keyword(s):
2001 ◽
Vol 96
(1)
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pp. 17-72
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2017 ◽
Vol 121
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pp. 18-28
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2002 ◽
Vol 22
(2)
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pp. 261-268
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