A Remark on the Absolute Continuity of Distributions of Gaussian Functionals

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Previous article Next article A Remark on the Absolute Continuity of Distributions of Gaussian FunctionalsYu. A. DavydovYu. A. Davydovhttps://doi.org/10.1137/1133019PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout[1] Ichiro Shigekawa, Derivatives of Wiener functionals and absolute continuity of induced measures, J. Math. Kyoto Univ., 20 (1980), 263–289 83g:60051 0476.28008 CrossrefGoogle Scholar[2] Yu. A. Davydov and , M. A. Lifshits, The stratification method in some probability problemsItogi nauki i tekhnikis, Vol. 22, VINITI, Moscow, 1984, 61–157, (In Russian.) 0566.60040 Google Scholar[3] S. Watanabe and , N. Ikeda, Stochastic differential equations and diffusion processes, North-Holland Mathematical Library, Vol. 24, North-Holland Publishing Co., Amsterdam, 1981xiv+464 84b:60080 Google Scholar[4] D. Geman and , J. Horowitz, Occupation times for smooth stationary processes, Ann. Probability, 1 (1973), 131–137 50:3325 0264.60027 CrossrefGoogle Scholar Previous article Next article FiguresRelatedReferencesCited ByDetails On the History of the St. Petersburg School of Probability and Statistics. III. Distributions of Functionals of Processes, Stochastic Geometry, and ExtremaVestnik St. Petersburg University, Mathematics, Vol. 51, No. 4 | 6 February 2019 Cross Ref Volume 33, Issue 1| 1989Theory of Probability & Its Applications1-205 History Submitted:27 May 1987Published online:17 July 2006 InformationCopyright © Society for Industrial and Applied MathematicsPDF Download Article & Publication DataArticle DOI:10.1137/1133019Article page range:pp. 158-161ISSN (print):0040-585XISSN (online):1095-7219Publisher:Society for Industrial and Applied Mathematics