Approximation of distribution function of additive functional of Wiener process by segment of Chebyshev series
type: Item
instance of: scholarly article
title: Approximation of distribution function of additive functional of Wiener process by segment of Chebyshev series
zbMATH Open document ID: 0802.60072
DOI: 10.1007/BF01125544
author: I. M. Kovalenko
author: A. N. Nakonechnyj
published in: Cybernetics and Systems Analysis
publication date: 1994-10-05T00:00:00Z
Mathematics Subject Classification ID: 60J55
zbMATH DE Number: 640229
zbMATH Keywords: approximation of distributions
zbMATH Keywords: Wiener processes
zbMATH Keywords: additive functional
zbMATH Keywords: Chebyshev series
zbMATH Keywords: method of moments
MaRDI profile type: Publication
cites work: Q5534677
cites work: Q5576597
cites work: Q4365540
cites work: Q5600562
cites work: Q3896298
cites work: Q3658131
cites work: Q3223601
cites work: Q3696095
full work available at URL: https://doi.org/10.1007/bf01125544
OpenAlex ID: W2054931452
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description: scientific article; zbMATH DE number 640229