On the Smoothness of Distributions of Functionals of Random Processes

DOI10.1137/1133075zbMath0715.60005OpenAlexW1996611015MaRDI QIDQ3201139

A. V. Uglanov

Publication date: 1988

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1133075

zbMATH Keywords

derivativesmoothnessdifferentiability of measures

Mathematics Subject Classification ID

Probability measures on topological spaces (60B05) General theory of stochastic processes (60G07)

Related Items (2)

Gaussian measures on linear spaces ⋮ Differentiable measures and the Malliavin calculus

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