Fibering method in some probabilistic problems

Yu A. Davydov; M. A. Lifshits

doi:10.1007/BF02116602

Fibering method in some probabilistic problems

Yu A. Davydov, M. A. Lifshits

Факультет математико-механический

Research output

14 Citations (Scopus)

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.

Original language	English
Pages (from-to)	2796-2858
Number of pages	63
Journal	Journal of Soviet Mathematics
Volume	31
Issue number	2
DOIs	https://doi.org/10.1007/BF02116602
Publication status	Published - 1 Oct 1985

Scopus subject areas

Statistics and Probability
Mathematics(all)
Applied Mathematics

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