کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
10527195 958732 2014 20 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
An occupation time formula for semimartingales in RN
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
An occupation time formula for semimartingales in RN
چکیده انگلیسی
Inspired by coarea formula in geometric measure theory, an occupation time formula for continuous semimartingales in RN is proven. The occupation measure of a semimartingale, for N≥2, is singular with respect to Lebesgue measure but it has a bounded density “transversal” to a foliation, under proper assumptions. In the particular case of the foliation given locally by the distance function from a manifold, the transversal density is related to a geometric local time of the semimartingale at the manifolds of the foliation.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 124, Issue 10, October 2014, Pages 3342-3361
نویسندگان
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