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Calculation of distribution of convolution of a Wiener process - MaRDI portal

Calculation of distribution of convolution of a Wiener process

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Publication:1113214

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zbMath0661.60100MaRDI QIDQ1113214

Yu. V. Solodynannikov, Alexander A. Klyachko

Publication date: 1985

Published in: Problems of Information Transmission (Search for Journal in Brave)

zbMATH Keywords

characteristic function

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Brownian motion (60J65)

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