安装
发表于 2025-3-25 05:15:31
,Paul Lévy’s Way to His Local Time,In his 1939 paper Lévy introduced the notion of local time for Brownian motion. He gave several equivalent definitions, and towards the end of that long paper he proved the following result. Let ∈ > 0, . > 0, .(0) = 0,. where .(.) is the Brownian motion in . and . is the Lebesgue measure. Then almost surely the limit below exists for all . >0:
oxidant
发表于 2025-3-25 10:26:56
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Desert
发表于 2025-3-25 13:21:24
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狂热语言
发表于 2025-3-25 19:43:34
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排斥
发表于 2025-3-25 21:44:35
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mendacity
发表于 2025-3-26 00:28:53
Seminar on Stochastic Processes, 1990978-1-4684-0562-0Series ISSN 1050-6977 Series E-ISSN 2297-0428
轻浮思想
发表于 2025-3-26 05:13:13
Transformations of Measure on an Infinite Dimensional Vector Space,.(B) = .(T.(B)) for Borel sets B. A transformation theorem for . is a result which gives conditions on T under which .. is absolutely continuous with respect to ., and which gives a formula for the corresponding Radon-Nikodym derivative (RND) when these conditions hold.
arthroplasty
发表于 2025-3-26 08:51:07
Absolute Continuity of the Measure States in a Branching Model with Catalysts,e variances have . with respect to Lebesgue measure, that is, roughly speaking,. for some random density function .(t)=.(t,·). Results of this type are established in Dawson and Hochberg (1979), Roelly-Coppoletta (1986), Wulfsohn (1986), Konno and Shiga (1988), and Tribe (1989).
符合你规定
发表于 2025-3-26 12:48:51
,,, is not a Semimartingale,ters naturally into the study of the Brownian excursion filtration (see Rogers & Walsh ,, and Walsh ). In , it was necessary to consider the occupation density of the process .. ≡ .(..), which would have been easy if . were a semimartingale; it is not, and the aim of this paper is to prove this.
Anthrp
发表于 2025-3-26 20:45:23
Progress in Probabilityhttp://image.papertrans.cn/s/image/864978.jpg