scientific article; zbMATH DE number 16918

MaRDI QIDQ3973609zbMATH OpenFDO

Authors Gerard J. Foschini, Larry Shepp

Publication date 26 June 1992

zbMATH Keywords

Brownian functionalscharacteristic functions

Mathematics Subject Classification ID

Brownian motion (60J65)

Review text

[For the entire collection see Zbl 0724.00018.] Closed form expressions using elementary functions are given for characteristic functions of a large class of Brownian functionals.

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Cited in

(1)

• scientific article; zbMATH DE number 5790261 (Why is no real title available?)

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