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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 | |
| State | Published - 1 Oct 1985 |
ID: 43812216