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The integral of the absolute value of the pinned Wiener process - calculation of its probability density by numerical integration - MaRDI portal

The integral of the absolute value of the pinned Wiener process - calculation of its probability density by numerical integration (Q1162067)

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scientific article; zbMATH DE number 3753814
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English
The integral of the absolute value of the pinned Wiener process - calculation of its probability density by numerical integration
scientific article; zbMATH DE number 3753814

    Statements

    The integral of the absolute value of the pinned Wiener process - calculation of its probability density by numerical integration (English)
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    1982
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    pinned Wiener process
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    probability density of an integral
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    numerical integration in the complex plane
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