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

zbMATH Open1139.60338MaRDI QIDQ5437386FDOQ5437386

Mario Lefebvre

Publication date: 18 January 2008

zbMATH Keywords

generalized Pareto distributionBrownian motionKolmogorov equation

Mathematics Subject Classification ID

Brownian motion (60J65)

Cited In (4)

• On the WMC density as an inverse Gaussian probability density
• Title not available (Why is that?)
• Title not available (Why is that?)
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