Approximation of distribution function of additive functional of Wiener process by segment of Chebyshev series
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Publication:1333717
DOI10.1007/BF01125544zbMath0802.60072MaRDI QIDQ1333717
Igor N. Kovalenko, A. N. Nakonechnyj
Publication date: 5 October 1994
Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01125544
Wiener processes; additive functional; method of moments; Chebyshev series; approximation of distributions
60J55: Local time and additive functionals
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