The joint density of two functionals of Brownian motion (Q1909017)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: The joint density of two functionals of Brownian motion |
scientific article; zbMATH DE number 853172
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The joint density of two functionals of Brownian motion |
scientific article; zbMATH DE number 853172 |
Statements
The joint density of two functionals of Brownian motion (English)
0 references
1 August 1996
0 references
Brownian motion
0 references
distribution functions
0 references
parabolic cylinder and Kummer functions
0 references
Laplace inversion
0 references
Wiener functionals
0 references
