Geodesic
Fibering method in some probabilistic problems
Itogi nauki i tehniki. Seriâ, Teoriâ veroâtnostej. Matematičeskaâ statistika. Teoretičeskaâ kibernetika, Itogi Nauki i Tekhniki. Seriya "Teoriya Veroyatnostei. Matematicheskaya Statistika. Teoreticheskaya Kibernetika", Tome 22 (1984), pp. 61-157 Cet article a éte moissonné depuis la source Math-Net.Ru

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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. 
@article{INTV_1984_22_a1,
     author = {Yu. A. Davydov and M. A. Lifshits},
     title = {Fibering method in some probabilistic problems},
     journal = {Itogi nauki i tehniki. Seri\^a, Teori\^a vero\^atnostej. Matemati\v{c}eska\^a statistika. Teoreti\v{c}eska\^a kibernetika},
     pages = {61--157},
     year = {1984},
     volume = {22},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/INTV_1984_22_a1/}
}
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Yu. A. Davydov; M. A. Lifshits. Fibering method in some probabilistic problems. Itogi nauki i tehniki. Seriâ, Teoriâ veroâtnostej. Matematičeskaâ statistika. Teoretičeskaâ kibernetika, Itogi Nauki i Tekhniki. Seriya "Teoriya Veroyatnostei. Matematicheskaya Statistika. Teoreticheskaya Kibernetika", Tome 22 (1984), pp. 61-157. http://geodesic.mathdoc.fr/item/INTV_1984_22_a1/