Addendum to: ‘‘Some integral characterizations of absolute continuity”
نویسندگان
چکیده
منابع مشابه
Absolute continuity for some one-dimensional processes
We introduce an elementary method for proving the absolute continuity of the time marginals of one-dimensional processes. It is based on a comparison between the Fourier transform of such time marginals with those of the one-step Euler approximation of the underlying process. We obtain some absolute continuity results for stochastic differential equations with Hölder continuous coefficients. Fu...
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15 صفحه اولCharacterizations and Generalizations of Continuity
The condition f(x + 2h) 2f(x + h) + f(x) = o(l) (as h -* 0) at each x is equivalent to continuity for measurable functions. But there is a discontinuous function satisfying 2f(x + 2h) f(x + h) f(x) = o(l) at each x. The question of which generalized Riemann derivatives of order 0 characterize continuity is studied. In particular, a measurable function satisfying EZI1if(x + fih) _ 0 must be a po...
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ژورنال
عنوان ژورنال: Proceedings of the American Mathematical Society
سال: 1970
ISSN: 0002-9939
DOI: 10.1090/s0002-9939-1970-0255746-6