On the Smoothness of Distributions of Functionals of Random Processes

DOI10.1137/1133075MaRDI QIDQ3201139zbMATH OpenOpenAlexFDO

Authors 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

derivativedifferentiability of measuressmoothness

Mathematics Subject Classification ID

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

Cited in

(9)

• An invariance property of marginal density and tail probability approximations for smooth functions
• Differentiable measures and the Malliavin calculus
• Some results on random smoothness
• Smoothness of harmonic functions for processes with jumps.
• Gaussian measures on linear spaces
• Smoothness of the distribution of the supremum of a multi-dimensional diffusion process
• scientific article; zbMATH DE number 4013706 (Why is no real title available?)
• A Measure of “smoothness” of Multidimensional Distributions of Integer-Valued Random Vectors
• Differentiability of excessive functions of one-dimensional diffusions and the principle of smooth fit

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