Asymptotics of the distribution of the integral of the absolute value of the Brownian bridge for large arguments (Q2478196): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2083028534
@@ Property / OpenAlex ID: W2083028534 / rank @@
+Normal rank
@@ Property / cites work @@
+An explicit formula for the c.d.f. of the \(L_ 1 \)norm of the Brownian bridge
+Normal rank
@@ Property / cites work @@
+On the Average of a Certain Wiener Functional and a Related Limit Theorem in Calculus of Probability
+Normal rank
@@ Property / cites work @@
+On Distributions of Certain Wiener Functionals
@@ Property / cites work: On Distributions of Certain Wiener Functionals / rank @@
+Normal rank
@@ Property / cites work @@
+Q4059363
@@ Property / cites work: Q4059363 / rank @@
+Normal rank
@@ Property / cites work @@
+The integral of the absolute value of the pinned Wiener process - calculation of its probability density by numerical integration
+Normal rank
@@ Property / cites work @@
+On a Class of Markov Processes
@@ Property / cites work: On a Class of Markov Processes / rank @@
+Normal rank
@@ Property / cites work @@
+On the integral of the absolute value of the pinned Wiener process
+Normal rank
@@ Property / cites work @@
+On the distribution of the integral of the absolute value of the Brownian motion
+Normal rank