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Exact and approximate probability densities for Wiener processes with random initial states.

Mario Lefebvre

Article (2007)

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Department: Department of Mathematics and Industrial Engineering
PolyPublie URL: https://publications.polymtl.ca/21737/
Journal Title: International Journal of Pure and Applied Mathematics (vol. 36, no. 1)
Official URL: http://ijpam.eu/contents/2007-36-1/1/1.pdf
Date Deposited: 18 Apr 2023 15:16
Last Modified: 25 Sep 2024 16:00
Cite in APA 7: Lefebvre, M. (2007). Exact and approximate probability densities for Wiener processes with random initial states. International Journal of Pure and Applied Mathematics, 36(1), 1-11. http://ijpam.eu/contents/2007-36-1/1/1.pdf

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