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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...

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Detalles Bibliográficos
Autores principales: Davydov, Yu A, Lifshits, M A, Smorodina, N V, Nazaikinski, V E, Shishkova, M S
Lenguaje:eng
Publicado: American Mathematical Society 1998
Materias:
XX
Acceso en línea:http://cds.cern.ch/record/2754413