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Teoriya Veroyatnostei i ee Primeneniya, 1982, Volume 27, Issue 1, Pages 67–80 (Mi tvp2271)  
This article is cited in 5 scientific papers (total in 5 papers)

The fibre method and its application to the investigation of functionals of stochastic processes

M. A. Lifšic

Leningrad
Full-text PDF (827 kB) Citations (5)
Abstract: Let $W(t)$, $t\in[0,1]$ be a standard Wiener process. The distribution of the functional
$$ J=\int_0^1g(W(t),t)\,dt $$
is considered. Some conditions are found under which the distribution of $J$ has a bounded density. Some estimates of this density for large values of $J$ are given.
Received: 12.04.1979
English version:
Theory of Probability and its Applications, 1982, Volume 27, Issue 1, Pages 69–83
DOI: https://doi.org/10.1137/1127007
Bibliographic databases:
Language: Russian
Citation: M. A. Lifšic, “The fibre method and its application to the investigation of functionals of stochastic processes”, Teor. Veroyatnost. i Primenen., 27:1 (1982), 67–80; Theory Probab. Appl., 27:1 (1982), 69–83
Citation in format AMSBIB
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\by M.~A.~Lif{\v s}ic
\paper The fibre method and its application to the investigation of functionals of stochastic processes
\jour Teor. Veroyatnost. i Primenen.
\yr 1982
\vol 27
\issue 1
\pages 67--80
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\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=645129}
\zmath{https://zbmath.org/?q=an:0498.60084}
\transl
\jour Theory Probab. Appl.
\yr 1982
\vol 27
\issue 1
\pages 69--83
\crossref{https://doi.org/10.1137/1127007}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1983QB14800007}
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  • https://www.mathnet.ru/eng/tvp/v27/i1/p67
    • This publication is cited in the following 5 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
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