A copy of this work was available on the public web and has been preserved in the Wayback Machine. The capture dates from 2017; you can also visit the original URL.
The file type is application/pdf.
Further comments on the continuity of distribution functions obtained by superposition
1972
Proceedings of the American Mathematical Society
Preserved Fulltext
Let {X(t)} be a differential process with discontinuous distributions and Y a nonnegative random variable independent of the process. The superposition A"( Y) has a continuous probability distribution if and only if the process has nonzero trend term and Y has continuous distribution. The nature of discontinuities of the probability distribution of the superposition is indicated.
doi:10.1090/s0002-9939-1972-0303574-7
fatcat:y5wd35umlrem3appz5llt2j4pq