Exact and approximate probability densities for Wiener processes with random initial states (Q5437386)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Exact and approximate probability densities for Wiener processes with random initial states |
scientific article; zbMATH DE number 5228461
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Exact and approximate probability densities for Wiener processes with random initial states |
scientific article; zbMATH DE number 5228461 |
Statements
18 January 2008
0 references
generalized Pareto distribution
0 references
Brownian motion
0 references
Kolmogorov equation
0 references
0.7708562612533569
0 references
0.7385119199752808
0 references
0.7286065816879272
0 references
