DOI

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 оригиналаанглийский
Страницы (с-по)2796-2858
Число страниц63
ЖурналJournal of Soviet Mathematics
Том31
Номер выпуска2
DOI
СостояниеОпубликовано - 1 окт 1985

    Предметные области Scopus

  • Теория вероятности и статистика
  • Математика (все)
  • Прикладная математика

ID: 43812216