[PDF.39hw] Local Properties of Distributions of Stochastic Functionals (Translations of Mathematical Monographs)

Local Properties of Distributions of Stochastic Functionals (Translations of Mathematical Monographs)

[PDF.lj64] Local Properties of Distributions of Stochastic Functionals (Translations of Mathematical Monographs)

Local Properties of Distributions  Yu. A. Davydov, M. A. Lifshits, N. V. Smorodina epub
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 | #8515540 in Books |  1998-02-10 | Original language:English | PDF # 1 |  10.50 x7.25 x.75l,1.25 | File type: PDF | 184 pages

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|| |A very interesting book. --Mathematical s|Language Notes|Text: English (translation)| Original Language: Russian

This book investigates the distributions of functionals defined on the sample paths of stochastic processes. It contains systematic exposition and applications of three general research methods developed by the authors. (i) The method of stratifications is used to study the problem of absolute continuity of distribution for different classes of functionals under very mild smoothness assumptions. It can be used also for evaluation of the distribution density of the functi...

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