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 |
|---|---|
| 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