Distribution of functionals of certain non-Markovian processes
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Publication:2711135
DOI10.1137/S0040585X97977707zbMATH Open0974.60059OpenAlexW2065936895MaRDI QIDQ2711135
Publication date: 2 May 2001
Published in: Theory of Probability and its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0040585x97977707
Related Items (7)
Distribution approximations for nonlinear functionals of weakly correlated random processes ⋮ Marginal and Functional Quantization of Stochastic Processes ⋮ The cumulant process and Esscher's change of measure ⋮ A note on functionals of a non-Gaussian density process via a non-Poisson system of independent Brownian motions ⋮ Non-integrable distributions and the \(h\)-principle ⋮ Title not available (Why is that?) ⋮ Probability distribution of the stochastic convolution functional of a normal Markov process
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