The probabilitiy distribution density of random values of squared functional on Wiener process trajectories
Mathematical Physics
2007-05-23 v1 math.MP
Abstract
On the basis of the Kac formula of the characteristic function of the random variable defined by values of the quadratic functional on trajectories of the standard Wiener process , the method of its distribution density is proposed.
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Cite
@article{arxiv.math-ph/0510028,
title = {The probabilitiy distribution density of random values of squared functional on Wiener process trajectories},
author = {Yu. P. Virchenko and N. N. Vitokhina},
journal= {arXiv preprint arXiv:math-ph/0510028},
year = {2007}
}
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8 pages