The integral of the absolute value of the pinned Wiener process - calculation of its probability density by numerical integration (Q1162067): Difference between revisions
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| Property / DOI: 10.1214/aop/1176993927 / rank | |||
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| Property / author: Stephen Rice / rank | |||
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / full work available at URL: https://doi.org/10.1214/aop/1176993927 / rank | |||
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| Property / OpenAlex ID: W2042680143 / rank | |||
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| Property / DOI: 10.1214/AOP/1176993927 / rank | |||
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Latest revision as of 15:55, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The integral of the absolute value of the pinned Wiener process - calculation of its probability density by numerical integration |
scientific article |
Statements
The integral of the absolute value of the pinned Wiener process - calculation of its probability density by numerical integration (English)
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1982
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pinned Wiener process
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probability density of an integral
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numerical integration in the complex plane
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