The probabilitiy distribution density of random values of squared functional on Wiener process trajectories
Virchenko, Yu. P. ; Vitokhina, N. N.
arXiv, 0510028 / Harvested from arXiv
Text on arXiv
On the basis of the Kac formula of the characteristic function of the random variable defined by values of the quadratic functional $J_T [w]$ on trajectories of the standard Wiener process $\{w\}$, the method of its distribution density is proposed.
Publié le : 2005-10-07
Classification:  Mathematical Physics,  60J60 
@article{0510028,
     author = {Virchenko, Yu. P. and Vitokhina, N. N.},
     title = {The probabilitiy distribution density of random values of squared
  functional on Wiener process trajectories},
     journal = {arXiv},
     volume = {2005},
     number = {0},
     year = {2005},
     language = {en},
     url = {http://dml.mathdoc.fr/item/0510028}
}

Virchenko, Yu. P.; Vitokhina, N. N. The probabilitiy distribution density of random values of squared
  functional on Wiener process trajectories. arXiv, Tome 2005 (2005) no. 0, . http://gdmltest.u-ga.fr/item/0510028/