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