Calculation of distribution of convolution of a Wiener process

MaRDI QIDQ1113214zbMATH OpenFDO

Authors Yu. V. Solodynannikov, Alexander Klyachko

Publication date 1985

Published in Problems of Information Transmission (Search for Journal in Brave)

zbMATH Keywords

characteristic function

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Brownian motion (60J65)

Review text

See the review in Zbl 0592.60070.

Cited in

(1)

• Characteristic function of quadratic convolution functional on the space of trajectories of Gaussian processes

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