Journées de Probabilités 2007

Khalifa Es-Sebaiy

Existence of the occupation density of perturbed gaussian process which has a covariance measure

We prove the existence of an occupation density for a nonadapted process which is composed of Gaussian process which has a positive absolutely continuous covariance measure and perturbed by an absolutely continuous drift.

Joint work with David Nualart, Youssef Ouknine and Ciprian A. Tudor