On the Smoothness of Distributions of Functionals of Random Processes
1989; Society for Industrial and Applied Mathematics; Volume: 33; Issue: 3 Linguagem: Inglês
10.1137/1133075
ISSN1095-7219
Autores Tópico(s)Analysis of environmental and stochastic processes
ResumoPrevious article Next article On the Smoothness of Distributions of Functionals of Random ProcessesA. V. UglanovA. V. Uglanovhttps://doi.org/10.1137/1133075PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout[1] Yu. A. Davydov, On the absolute continuity of the distributions of functionals of random processes, Theory Probab. Appl., 22 (1978), 228–229 Google Scholar[2] M. A. Lifshits, On the absolute continuity of the distributions of functionals of random processes, Theory Probab. Appl., 27 (1982), 600–606 10.1137/1127066 0517.60040 LinkGoogle Scholar[3] N. V. Smorodina, Absolute continuity of distributions of functionals of diffusion processes, Uspekhi Mat. Nauk, 37 (1982), 185–192, (In Russian.) 84d:60115 Google Scholar[4] A. V. Uglanov, Division of generalized functions of an infinite number of variables by polynomials, Dokl. Akad. Nauk SSSR, 264 (1982), 1096–1099, (In Russian.) 84j:46077 Google Scholar[5] E. I. Efimova and , A. V. Uglanov, Formulas of vector analysis in a Banach space, Dokl. Akad. Nauk SSSR, 271 (1983), 1302–1306, (In Russian.) 86c:58006 Google Scholar[6] Yu. L. Daletskii and , S. V. Fomin, Measures and differential equations in infinite-dimensional spaces, Nauka, Moscow, 1983, (In Russian.) Google Scholar[7] A. V. Uglanov, Surface integrals in a Banach space, Mat. Sb. (N.S.), 110(152) (1979), 189–217, 319, (In Russian.) 82k:58025 Google Scholar[8] A. Pietsch, Nuclear Locally Convex Spaces, Springer-Verlag, Berlin-New York, 1975 Google Scholar[9] R. E. Edwards, Functional Analysis, Mir., Moscow, 1969, (In Russian.) 0189.12103 Google Scholar[10] Yu. L. Daletskii and , N. K. Sheraliev, First-order equations for measures and chains in an infinite-dimensional space, Izv. Akad. Nauk UzSSR Ser. Fiz.-Mat. Nauk, (1980), 20–24, 90, (In Russian.) 81k:35157 Google Scholar[11] A. V. Uglanov, A result on measures on a linear space, Mat. Sb., 100 (1976), 242–247, (In Russian.) Google Scholar[12] Jacques Neveu, Mathematical foundations of the calculus of probability, Translated by Amiel Feinstein, Holden-Day Inc., San Francisco, Calif., 1965xiii+223 33:6660 0137.11301 Google Scholar[13] H.-S. Ho, Gaussian Measures in Banach Spaces, Mir, Moscow, 1979, (In Russian.) Google Scholar[14] V. I. Averbukh, , O. G. Smolyanov and , S. V. Fomin, Generalized functions and differential equations in linear spaces. I. Differentiable measures, Trudy Moskov. Mat. Obšč., 24 (1971), 133–174, (In Russian.) 51:6413 0234.28005 Google Scholar[15] I. I. Gikhman and , A. V. Skorokhod, The theory of stochastic processes. III, Springer-Verlag, Berlin, 1979iii+387 58:31323b 0404.60061 CrossrefGoogle Scholar Previous article Next article FiguresRelatedReferencesCited ByDetails Differentiable measures and the Malliavin calculusJournal of Mathematical Sciences, Vol. 87, No. 4 | 1 Dec 1997 Cross Ref Gaussian measures on linear spacesJournal of Mathematical Sciences, Vol. 79, No. 2 | 1 Apr 1996 Cross Ref Volume 33, Issue 3| 1989Theory of Probability & Its Applications History Submitted:31 January 1985Published online:17 July 2006 InformationCopyright © Society for Industrial and Applied MathematicsPDF Download Article & Publication DataArticle DOI:10.1137/1133075Article page range:pp. 500-508ISSN (print):0040-585XISSN (online):1095-7219Publisher:Society for Industrial and Applied Mathematics
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