Local Properties of Distributions of Stochastic Functionals
M.A. Lifshits, N.V. Smorodina, Yu A. Davydov
American Mathematical Society, 1998
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Investigates the distributions of functionals defined on the sample paths of stochastic processes. This book contains systematic exposition and applications of three general research methods developed by the authors.
- ISBN-13
- 9780821805848
- ISBN-10
- 0821805843
- Publisher
- American Mathematical Society
- Year
- 1998
- Publication date
- 1998-02-28
- Pages
- 184
- Weight
- 576