scientific article; zbMATH DE number 6887424

MaRDI QIDQ4565818zbMATH OpenFDO

Authors L. A. Yanovich, Andrei Khudyakov

Publication date 13 June 2018

Full work available at URL http://www.j-npcs.org/abstracts/vol2017/v20no3/v20no3p258.html

zbMATH Keywords

varianceapproximationaverageBrownian bridgestochastic processstandard Wiener process

Mathematics Subject Classification ID

Gaussian processes (60G15) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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(4)

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• Approximation of distribution function of additive functional of Wiener process by segment of Chebyshev series
• On composed approximate formulas for expectations of functionals of random processes

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