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Journal of Mathematical Analysis and Applications

Volumn 304, Issue 2, 2005, Pages 668-682

Asymptotics of the distribution of the integral of the positive part of the Brownian bridge for large arguments

(1) Tolmatz, Leonid a

a UNIVERSITY OF MANCHESTER (United Kingdom)

Author keywords

Airy functions; Asymptotics; Brownian bridge; Distribution; Moments; Saddle point

Indexed keywords

EID: 14844303686 PISSN: 0022247X EISSN: None Source Type: Journal
DOI: 10.1016/j.jmaa.2004.09.067 Document Type: Article

Times cited : (5)

References (13)

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- Asymptotics of the distribution of the integral of the absolute value of the Brownian bridge for large arguments
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13
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