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Zapiski Nauchnykh Seminarov LOMI, 1982, Volume 119, Pages 154–166
(Mi znsl3992)
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The absolute continuity of the functional “supremum” type for Gaussian processes.
M. A. Lifshits
Abstract:
Some sufficient or necessary and sufficient conditions are given for the absolute continuity of the distribution of functional
$$
G=\sup_{t\in T}X_t,
$$
where $X_t$ is a continuous Gaussian process on the compact parametric space $T$.
Citation:
M. A. Lifshits, “The absolute continuity of the functional “supremum” type for Gaussian processes.”, Problems of the theory of probability distributions. Part VII, Zap. Nauchn. Sem. LOMI, 119, "Nauka", Leningrad. Otdel., Leningrad, 1982, 154–166
Linking options:
https://www.mathnet.ru/eng/znsl3992 https://www.mathnet.ru/eng/znsl/v119/p154
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