The Brownian excursion area: A numerical analysis
type: Item
instance of: scholarly article
title: The Brownian excursion area: A numerical analysis
zbMATH Open document ID: 0569.65097
DOI: 10.1016/0898-1221(84)90071-3
publication date: 1984-01-01T00:00:00Z
Mathematics Subject Classification ID: 65C99
Mathematics Subject Classification ID: 60J65
Mathematics Subject Classification ID: 60K25
zbMATH DE Number: 3909701
zbMATH Keywords: Laplace transform
zbMATH Keywords: Brownian excursion area
zbMATH Keywords: moments
zbMATH Keywords: density
zbMATH Keywords: distribution function
author: Guy Louchard
describes a project that uses: nag
MaRDI profile type: Publication
full work available at URL: 0898-1221(84)90071-3
OpenAlex ID: W2037685635
cites work: Q3661894
cites work: Brownian Excursion, the M/M/1 Queue and Their Occupation Times
cites work: Kac's formula, levy's local time and brownian excursion
cites work: Efficient Evaluation of Integrals of Analytic Functions by the Trapezoidal Rule
cites work: The integral of the absolute value of the pinned Wiener process - calculation of its probability density by numerical integration
cites work: On the integral of the absolute value of the pinned Wiener process
published in: Computers & Mathematics with Applications
description: scientific article; zbMATH DE number 3909701