On exact and asymptotic formulas for the distribution of the integral of a squared Brownian motion with drift (Q2218851)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On exact and asymptotic formulas for the distribution of the integral of a squared Brownian motion with drift |
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On exact and asymptotic formulas for the distribution of the integral of a squared Brownian motion with drift (English)
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18 January 2021
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probability distribution
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squared Brownian motion with drift
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asymptotic analyses
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parabolic cylinder function
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