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Itogi Nauki i Tekhniki. Seriya "Teoriya Veroyatnostei. Matematicheskaya Statistika. Teoreticheskaya Kibernetika", 1984, Volume 22, Pages 61–157
(Mi intv59)
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This article is cited in 18 scientific papers (total in 18 papers)
Fibering method in some probabilistic problems
Yu. A. Davydov, M. A. Lifshits
Abstract:
The paper is devoted to a systematic study of the distributions of functionals of stochastic processes by the fibering method and to a survey of results obtained in this direction in recent years. Principal attention is given to distinguishing conditions ensuring: a) absolute continuity; b) the existence of a bounded density; c) applicability of the local limit theorem for the distributions of functionals. Smooth, convex functionals and functionals of integral type are considered in detail.
Citation:
Yu. A. Davydov, M. A. Lifshits, “Fibering method in some probabilistic problems”, Itogi Nauki i Tekhniki. Ser. Teor. Veroyatn. Mat. Stat. Teor. Kibern., 22, VINITI, Moscow, 1984, 61–157; J. Soviet Math., 31:2 (1985), 2796–2858
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https://www.mathnet.ru/eng/intv59 https://www.mathnet.ru/eng/intv/v22/p61
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Abstract page: | 537 | Full-text PDF : | 330 |
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