Fibering method in some probabilistic problems

DOI10.1007/BF02116602zbMath0571.60048MaRDI QIDQ1061413

Mikhail Lifshits, Yu. A. Davydov

Publication date: 1985

Published in: Journal of Soviet Mathematics (Search for Journal in Brave)

zbMATH Keywords

absolute continuity; distributions of functionals of stochastic processes; existence of bounded densities; method of stratification

Mathematics Subject Classification ID

60G07: General theory of stochastic processes

60G17: Sample path properties

60G30: Continuity and singularity of induced measures

Related Items

Rate of convergence in the central limit theorem for empirical processes, Distribution density of the norm of a stable vector, Nonuniform estimates in the central limit theorem in Banach spaces, Strong convergence of distributions of Brownian sojourn times in approximation procedures, Absolute continuity of joint laws of multiple stable integrals, Absolute continuity of joint laws of multiple stable stochastic integrals

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