Результаты исследований: Научные публикации в периодических изданиях › статья › Рецензирование
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.
Язык оригинала | английский |
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Страницы (с-по) | 2796-2858 |
Число страниц | 63 |
Журнал | Journal of Soviet Mathematics |
Том | 31 |
Номер выпуска | 2 |
DOI | |
Состояние | Опубликовано - 1 окт 1985 |
ID: 43812216