On the distribution of the square integral of the Brownian bridge
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Publication:1872258
DOI10.1214/aop/1020107767zbMath1018.60039OpenAlexW2038971602MaRDI QIDQ1872258
Publication date: 6 May 2003
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1020107767
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Cites Work
- An explicit formula for the c.d.f. of the \(L_ 1 \)norm of the Brownian bridge
- On the integral of the absolute value of the pinned Wiener process
- The integral of the absolute value of the pinned Wiener process - calculation of its probability density by numerical integration
- On the distribution of the integral of the absolute value of the Brownian motion
- On the distribution of Brownian areas
- Asymptotics of the distribution of the integral of the absolute value of the Brownian bridge for large arguments
- On Distributions of Certain Wiener Functionals
- Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes
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