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Itogi Nauki i Tekhniki. Ser. Teor. Veroyatn. Mat. Stat. Teor. Kibern.:
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Itogi Nauki i Tekhniki. Ser. Teor. Veroyatn. Mat. Stat. Teor. Kibern., 1984, Volume 22, Pages 61–157 (Mi intv59)  
This article is cited in 5 scientific papers (total in 5 papers)

Fibering method in some probabilistic problems

Yu. A. Davydov, M. A. Lifshits


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.

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English version:
Journal of Soviet Mathematics, 1985, 31:2, 2796–2858

Bibliographic databases:

UDC: 519.218.7

Citation: Yu. A. Davydov, M. A. Lifshits, “Fibering method in some probabilistic problems”, Itogi Nauki i Tekhniki. Ser. Teor. Veroyatn. Mat. Stat. Teor. Kibern., 22, VINITI, Moscow, 1984, 61–157; J. Soviet Math., 31:2 (1985), 2796–2858

Citation in format AMSBIB
\Bibitem{DavLif84}
\by Yu.~A.~Davydov, M.~A.~Lifshits
\paper Fibering method in some probabilistic problems
\serial Itogi Nauki i Tekhniki. Ser. Teor. Veroyatn. Mat. Stat. Teor. Kibern.
\yr 1984
\vol 22
\pages 61--157
\publ VINITI
\publaddr Moscow
\mathnet{http://mi.mathnet.ru/intv59}
\mathscinet{http://www.ams.org/mathscinet-getitem?mr=778385}
\zmath{https://zbmath.org/?q=an:0566.60040|0571.60048}
\transl
\jour J. Soviet Math.
\yr 1985
\vol 31
\issue 2
\pages 2796--2858
\crossref{https://doi.org/10.1007/BF02116602}


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    This publication is cited in the following articles:
    1. V. I. Bogachev, O. G. Smolyanov, “Analytic properties of infinite-dimensional distributions”, Russian Math. Surveys, 45:3 (1990), 1–104  mathnet  crossref  mathscinet  zmath  isi
    2. V. I. Bogachev, “Functionals of random processes and infinite-dimensional oscillatory integrals connected with them”, Russian Acad. Sci. Izv. Math., 40:2 (1993), 235–266  mathnet  crossref  mathscinet  zmath  adsnasa  isi
    3. V. I. Piterbarg, V. R. Fatalov, “The Laplace method for probability measures in Banach spaces”, Russian Math. Surveys, 50:6 (1995), 1151–1239  mathnet  crossref  mathscinet  zmath  adsnasa  isi
    4. “Absolute continuity between a Gibbs measure and its translate”, Theory Probab. Appl., 49:4 (2005), 713–724  mathnet  crossref  crossref  mathscinet  zmath  isi
    5. Theory Probab. Appl., 51:2 (2007), 256–278  mathnet  crossref  crossref  mathscinet  zmath  isi  elib
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