scientific article; zbMATH DE number 6887424

zbMATH Open1388.60083MaRDI QIDQ4565818FDOQ4565818

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

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zbMATH Keywords

varianceapproximationaverageBrownian bridgestochastic processstandard Wiener process

Mathematics Subject Classification ID

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

Cited In (4)

• On the construction of Wiener integrals with respect to certain pseudo-Bessel processes
• An approximate formula for calculating the expectations of functionals from random processes based on using the Wiener chaos expansion
• On composed approximate formulas for expectations of functionals of random processes
• Approximation of distribution function of additive functional of Wiener process by segment of Chebyshev series

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