Calculation of Characteristic Functions of Some Functionals of a Wiener Process and a Brownian Bridge

DOI10.1137/1131066zbMath0623.60103OpenAlexW2025625282MaRDI QIDQ3761435

Yu. V. Solodyannikov, Alexander A. Klyachko

Publication date: 1987

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1131066

zbMATH Keywords

characteristic functionBrownian bridgequadric functional

Mathematics Subject Classification ID

Gaussian processes (60G15) Continuous-time Markov processes on general state spaces (60J25) Brownian motion (60J65)

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