Research output: Contribution to journal › Article › peer-review
Fibering method in some probabilistic problems. / Davydov, Yu A.; Lifshits, M. A.
In: Journal of Soviet Mathematics, Vol. 31, No. 2, 01.10.1985, p. 2796-2858.Research output: Contribution to journal › Article › peer-review
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TY - JOUR
T1 - Fibering method in some probabilistic problems
AU - Davydov, Yu A.
AU - Lifshits, M. A.
PY - 1985/10/1
Y1 - 1985/10/1
N2 - 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.
AB - 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.
UR - http://www.scopus.com/inward/record.url?scp=0001000280&partnerID=8YFLogxK
U2 - 10.1007/BF02116602
DO - 10.1007/BF02116602
M3 - Article
AN - SCOPUS:0001000280
VL - 31
SP - 2796
EP - 2858
JO - Journal of Mathematical Sciences
JF - Journal of Mathematical Sciences
SN - 1072-3374
IS - 2
ER -
ID: 43812216