Tables of distributions of functionals of Brownian motion (Q1207900)
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scientific article; zbMATH DE number 165488
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tables of distributions of functionals of Brownian motion |
scientific article; zbMATH DE number 165488 |
Statements
Tables of distributions of functionals of Brownian motion (English)
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16 May 1993
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See the review in Zbl 0766.60099.
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distributions of functionals
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classification
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stopping time formulas
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local time formulas
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occupation time formulas
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extreme value formulas
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Fourier or Laplace transform
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