The joint density of two functionals of Brownian motion

zbMath0842.60082MaRDI QIDQ1909017

Karim M. Abadir

Publication date: 1 August 1996

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

zbMATH Keywords

Brownian motiondistribution functionsLaplace inversionWiener functionalsparabolic cylinder and Kummer functions

Mathematics Subject Classification ID

Brownian motion (60J65)

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