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Local properties of distributions of stochastic functionals
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 conti...
Autores principales: | , , , , |
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Lenguaje: | eng |
Publicado: |
American Mathematical Society
1998
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Materias: | |
Acceso en línea: | http://cds.cern.ch/record/2754413 |