On distributions associated with the generalized Levys stochastic area formula (Q3159133)
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scientific article; zbMATH DE number 2133943
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| English | On distributions associated with the generalized Levys stochastic area formula |
scientific article; zbMATH DE number 2133943 |
Statements
On distributions associated with the generalized Levys stochastic area formula (English)
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14 February 2005
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Bessel process
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density/distribution functions
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parabolic cylinder functions
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Laplace inversion
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0.755780816078186
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0.7532366514205933
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0.7450131773948669
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