Calculation of the characteristic functions of some functionals of the Wiener process and the Brownian bridge
Teoriâ veroâtnostej i ee primeneniâ, Tome 31 (1986) no. 3, pp. 569-573
Cet article a éte moissonné depuis la source Math-Net.Ru
@article{TVP_1986_31_3_a13,
author = {A. A. Klyachko and Yu. V. Solodyannikov},
title = {Calculation of the characteristic functions of some functionals of the {Wiener} process and the {Brownian} bridge},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {569--573},
year = {1986},
volume = {31},
number = {3},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1986_31_3_a13/}
}
TY - JOUR AU - A. A. Klyachko AU - Yu. V. Solodyannikov TI - Calculation of the characteristic functions of some functionals of the Wiener process and the Brownian bridge JO - Teoriâ veroâtnostej i ee primeneniâ PY - 1986 SP - 569 EP - 573 VL - 31 IS - 3 UR - http://geodesic.mathdoc.fr/item/TVP_1986_31_3_a13/ LA - ru ID - TVP_1986_31_3_a13 ER -
%0 Journal Article %A A. A. Klyachko %A Yu. V. Solodyannikov %T Calculation of the characteristic functions of some functionals of the Wiener process and the Brownian bridge %J Teoriâ veroâtnostej i ee primeneniâ %D 1986 %P 569-573 %V 31 %N 3 %U http://geodesic.mathdoc.fr/item/TVP_1986_31_3_a13/ %G ru %F TVP_1986_31_3_a13
A. A. Klyachko; Yu. V. Solodyannikov. Calculation of the characteristic functions of some functionals of the Wiener process and the Brownian bridge. Teoriâ veroâtnostej i ee primeneniâ, Tome 31 (1986) no. 3, pp. 569-573. http://geodesic.mathdoc.fr/item/TVP_1986_31_3_a13/