Local Properties of Distributions of Stochastic Functionals 0821805843, 9780821805848

This book investigates the distributions of functionals defined on the sample paths of stochastic processes. It contains

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English, Russian Pages 184 [200] Year 1998

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Local Properties of Distributions of Stochastic Functionals
 0821805843, 9780821805848

Table of contents :
Content: Preliminaries Methods for studying distributions of functionals Gaussian functionals Poisson functionals Local limit theorems Bibliographical notes Bibliography Index.

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