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Fibering method in some probabilistic problems. / Davydov, Yu A.; Lifshits, M. A.

в: Journal of Soviet Mathematics, Том 31, № 2, 01.10.1985, стр. 2796-2858.

Результаты исследований: Научные публикации в периодических изданияхстатьяРецензирование

Harvard

Davydov, YA & Lifshits, MA 1985, 'Fibering method in some probabilistic problems', Journal of Soviet Mathematics, Том. 31, № 2, стр. 2796-2858. https://doi.org/10.1007/BF02116602

APA

Vancouver

Author

Davydov, Yu A. ; Lifshits, M. A. / Fibering method in some probabilistic problems. в: Journal of Soviet Mathematics. 1985 ; Том 31, № 2. стр. 2796-2858.

BibTeX

@article{36634ac84ec6431c85176b2ce6ffcb24,
title = "Fibering method in some probabilistic problems",
abstract = "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.",
author = "Davydov, {Yu A.} and Lifshits, {M. A.}",
year = "1985",
month = oct,
day = "1",
doi = "10.1007/BF02116602",
language = "English",
volume = "31",
pages = "2796--2858",
journal = "Journal of Mathematical Sciences",
issn = "1072-3374",
publisher = "Springer Nature",
number = "2",

}

RIS

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