Teoriâ veroâtnostej i ee primeneniâ, Tome 27 (1982) no. 1, pp. 67-80
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M. A. Lifšic. The fibre method and its application to the investigation of functionals of stochastic processes. Teoriâ veroâtnostej i ee primeneniâ, Tome 27 (1982) no. 1, pp. 67-80. http://geodesic.mathdoc.fr/item/TVP_1982_27_1_a6/
@article{TVP_1982_27_1_a6,
author = {M. A. Lif\v{s}ic},
title = {The fibre method and its application to the investigation of functionals of stochastic processes},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {67--80},
year = {1982},
volume = {27},
number = {1},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1982_27_1_a6/}
}
TY - JOUR
AU - M. A. Lifšic
TI - The fibre method and its application to the investigation of functionals of stochastic processes
JO - Teoriâ veroâtnostej i ee primeneniâ
PY - 1982
SP - 67
EP - 80
VL - 27
IS - 1
UR - http://geodesic.mathdoc.fr/item/TVP_1982_27_1_a6/
LA - ru
ID - TVP_1982_27_1_a6
ER -
%0 Journal Article
%A M. A. Lifšic
%T The fibre method and its application to the investigation of functionals of stochastic processes
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1982
%P 67-80
%V 27
%N 1
%U http://geodesic.mathdoc.fr/item/TVP_1982_27_1_a6/
%G ru
%F TVP_1982_27_1_a6
Let $W(t)$, $t\in[0,1]$ be a standard Wiener process. The distribution of the functional $$ J=\int_0^1g(W(t),t)\,dt $$ is considered. Some conditions are found under which the distribution of $J$ has a bounded density. Some estimates of this density for large values of $J$ are given.
