Fibering method in some probabilistic problems

The paper is devoted to a systematic study of the distributions of functionals of stochastic processes by the fibering method and to a survey of results obtained in this direction in recent years. Principal attention is given to distinguishing conditions ensuring: a) absolute continuity; b) the existence of a bounded density; c) applicability of the local limit theorem for the distributions of functionals. Smooth, convex functionals and functionals of integral type are considered in detail.