On the Distribution of the Integrated Square of the Ornstien–Uhlenbeck Process (Q5753291)
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scientific article; zbMATH DE number 4188885
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| English | On the Distribution of the Integrated Square of the Ornstien–Uhlenbeck Process |
scientific article; zbMATH DE number 4188885 |
Statements
On the Distribution of the Integrated Square of the Ornstien–Uhlenbeck Process (English)
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1991
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Laplace transforms
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functional integral methods
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Ornstein-Uhlenbeck process
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inverse Gaussian distribution
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0.8221219182014465
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0.8028602004051208
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0.7817381620407104
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0.7808133363723755
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