Geodesic
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

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     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},
     publisher = {mathdoc},
     volume = {31},
     number = {3},
     year = {1986},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1986_31_3_a13/}
}
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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/