The brownian excursion area: a numerical analysis
- 1 January 1984
- journal article
- Published by Elsevier in Computers & Mathematics with Applications
- Vol. 10 (6) , 413-417
- https://doi.org/10.1016/0898-1221(84)90071-3
Abstract
No abstract availableKeywords
This publication has 5 references indexed in Scilit:
- Kac's formula, levy's local time and brownian excursionJournal of Applied Probability, 1984
- The Integral of the Absolute Value of the Pinned Wiener Process-- Calculation of Its Probability Density by Numerical IntegrationThe Annals of Probability, 1982
- On the Integral of the Absolute Value of the Pinned Wiener ProcessThe Annals of Probability, 1982
- Brownian Excursion, the M/M/1 Queue and Their Occupation TimesMathematics of Operations Research, 1981
- Efficient Evaluation of Integrals of Analytic Functions by the Trapezoidal RuleBell System Technical Journal, 1973