The joint density of two functionals of Brownian motion (Q1909017)
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scientific article; zbMATH DE number 853172
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The joint density of two functionals of Brownian motion |
scientific article; zbMATH DE number 853172 |
Statements
The joint density of two functionals of Brownian motion (English)
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1 August 1996
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Brownian motion
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distribution functions
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parabolic cylinder and Kummer functions
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Laplace inversion
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Wiener functionals
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0.7386674284934998
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0.736299991607666
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0.7340824007987976
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0.7276864051818848
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