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MR1604537 (98k:60053b) 60G07 (60G15 60G17 60G55)
Davydov, Yu. A.; Lifshits, M. A.; Smorodina, N. V. Local properties of distributions of stochastic functionals. Translated from the 1995 Russian original by V. E. Nazaĭkinskiĭ and M. A. Shishkova. Translations of Mathematical Monographs, 173. American Mathematical Society, Providence, RI, 1998. xiv+184 pp. ISBN: 0-8218-0584-3
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