Local times for functions with finite variation: two versions of Stieltjes change-of-variables formula
| Autor: | Jean Bertoin, Marc Yor |
|---|---|
| Přispěvatelé: | University of Zurich |
| Rok vydání: | 2014 |
| Předmět: |
Change of variables
Pure mathematics Lebesgue measure General Mathematics Signed measure Mathematical analysis Riemann–Stieltjes integral Function (mathematics) Absolute continuity σ-finite measure Measure (mathematics) 10123 Institute of Mathematics 510 Mathematics 2600 General Mathematics Mathematics |
| Zdroj: | Bulletin of the London Mathematical Society. 46:553-560 |
| ISSN: | 0024-6093 |
| DOI: | 10.1112/blms/bdu014 |
| Popis: | We introduce two natural notions for the occupation measure of a function $V$ with finite variation. The first yields a signed measure, and the second a positive measure. By comparing two versions of the change-of-variables formula, we show that both measures are absolutely continuous with respect to Lebesgue measure. Occupation densities can be thought of as local times of $V$, and are described by a Meyer-Tanaka like formula. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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