On the perturbation problem for occupation densities

Let X be a semimartingale, perturbed by a process V of bounded variation, but with completely arbitrary measurability properties. We prove that if V is twice continuously differentiable such that its second derivative is Hölder continuous of order , then the perturbed process X + V possesses occupation densities which are continuous under usual circumstances.

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Year of publication:	1994
Authors:	Imkeller, Peter
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 49.1994, 1, p. 41-55
Publisher:	Elsevier
Subject:	occupation densities semimartingales non-adapted perturbation

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008875751