Approximation of distribution function of additive functional of Wiener process by segment of Chebyshev series (Q1333717)
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scientific article; zbMATH DE number 640229
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| English | Approximation of distribution function of additive functional of Wiener process by segment of Chebyshev series |
scientific article; zbMATH DE number 640229 |
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Approximation of distribution function of additive functional of Wiener process by segment of Chebyshev series (English)
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5 October 1994
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approximation of distributions
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Wiener processes
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additive functional
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Chebyshev series
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method of moments
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0.88072693
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0.8647553
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