Distributions of stochastic functionals


 


 

Publications   of   M.A. Lifshits (selection):
 
 

Local Properties of Distributions of Stochastic   Functionals} (joint with Yu. A. Davydov and N. V. Smorodina), 1995, Nauka, Moscow (in Russian), 256 p.; 1997, ser. Translations of Mathematical Monographs, v.173, AMS, Providence (in English), 184 p.
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The distribution of the norm of a stable vector (joint with N. V. Smorodina). Th. Probab. Appl., 1989, 34, 266-274.
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On the distribution of the maximum of the Gaussian process. Th. Probab. Appl., 1986, 31, 125-132.
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Fibering method in some probability problems (joint with Yu. A. Davydov). J. Sov. Math., 1985, 31, 2796-2858.
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Stratification method for the processes with independent increments. J. Sov. Math., 1984, 27, 3241-3251.
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Absolute continuity of functionals of "supremum" type for Gaussian processes. J. Sov. Math., 1984, 27, 3103-3112.
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An application of stratification method to the study of functionals of processes with independent increments. Th. Probab. Appl., 1984, 29, 753-765.
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The fiber method and its application to the study of functionals of stochastic processes. Th. Probab. Appl., 1982, v.27, 69-83 (English) 67-80 (Russian).
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