Exact and approximate probability densities for Wiener processes with random initial states

zbMATH Open1139.60338MaRDI QIDQ5437386FDOQ5437386

Authors: Mario Lefebvre 

Publication date: 18 January 2008

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zbMATH Keywords

generalized Pareto distributionBrownian motionKolmogorov equation

Mathematics Subject Classification ID

Brownian motion (60J65)

Cited In (5)

• On the WMC density as an inverse Gaussian probability density
• Title not available (Why is that?)
• The distribution and quantiles of the range of a Wiener process
• Title not available (Why is that?)
• Title not available (Why is that?)

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