Calculation of Characteristic Functions of Some Functionals of a Wiener Process and a Brownian Bridge (Q3761435)
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scientific article; zbMATH DE number 4011613
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| English | Calculation of Characteristic Functions of Some Functionals of a Wiener Process and a Brownian Bridge |
scientific article; zbMATH DE number 4011613 |
Statements
Calculation of Characteristic Functions of Some Functionals of a Wiener Process and a Brownian Bridge (English)
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1987
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quadric functional
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characteristic function
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Brownian bridge
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0.8757836818695068
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0.7992611527442932
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0.7976515293121338
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