On the absolute continuity of the distributions of functionals of stochastic processes
Teoriâ veroâtnostej i ee primeneniâ, Tome 27 (1982) no. 3, pp. 559-566
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Some functionals of Gaussian processes are considered. Proof are based on the theory of measure-translations in functional spaces.
@article{TVP_1982_27_3_a12,
author = {M. A. Lif\v{s}ic},
title = {On the absolute continuity of the distributions of functionals of stochastic processes},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {559--566},
publisher = {mathdoc},
volume = {27},
number = {3},
year = {1982},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1982_27_3_a12/}
}
TY - JOUR AU - M. A. Lifšic TI - On the absolute continuity of the distributions of functionals of stochastic processes JO - Teoriâ veroâtnostej i ee primeneniâ PY - 1982 SP - 559 EP - 566 VL - 27 IS - 3 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/TVP_1982_27_3_a12/ LA - ru ID - TVP_1982_27_3_a12 ER -
M. A. Lifšic. On the absolute continuity of the distributions of functionals of stochastic processes. Teoriâ veroâtnostej i ee primeneniâ, Tome 27 (1982) no. 3, pp. 559-566. http://geodesic.mathdoc.fr/item/TVP_1982_27_3_a12/