On the distribution of Brownian areas (Q1354834)
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scientific article; zbMATH DE number 1008577
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the distribution of Brownian areas |
scientific article; zbMATH DE number 1008577 |
Statements
On the distribution of Brownian areas (English)
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1 September 1997
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absolute value
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Airy functions
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area
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asymptotic distribution
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Brownian bridge
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Brownian excursion
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Brownian motion
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Feynman-Kac
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inversion
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moments
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positive part
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recursion formulas
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