The Distribution of a Certain Nonlinear Functional of an Ornstein-Uhlenbeck Process

DOI10.1137/0110028MaRDI QIDQ5636104zbMATH OpenOpenAlexFDO

Authors Worthie Doyle, J. A. McFadden, Imanuel Marx

Publication date 1962

Published in Journal of the Society for Industrial and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0110028

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Gaussian processes (60G15) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

This page was built for publication: The Distribution of a Certain Nonlinear Functional of an Ornstein-Uhlenbeck Process

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5636104)