On exact and asymptotic formulas for the distribution of the integral of a squared Brownian motion with drift (Q2218851)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On exact and asymptotic formulas for the distribution of the integral of a squared Brownian motion with drift |
scientific article |
Statements
On exact and asymptotic formulas for the distribution of the integral of a squared Brownian motion with drift (English)
0 references
18 January 2021
0 references
probability distribution
0 references
squared Brownian motion with drift
0 references
asymptotic analyses
0 references
parabolic cylinder function
0 references