Approximation of distribution function of additive functional of Wiener process by segment of Chebyshev series

DOI10.1007/BF01125544zbMath0802.60072OpenAlexW2054931452MaRDI QIDQ1333717

Igor N. Kovalenko, A. N. Nakonechnyj

Publication date: 5 October 1994

Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01125544

zbMATH Keywords

Wiener processesadditive functionalmethod of momentsChebyshev seriesapproximation of distributions

Mathematics Subject Classification ID

Local time and additive functionals (60J55)

Related Items (1)

Chebyshev approximation of the distribution function of nonnegative random variables

Cites Work

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