On distributions associated with the generalized Lévy's stochastic area formula

Studia Scientiarum Mathematicarum Hungarica

Volumn 41, Issue 1, 2004, Pages 93-100

  Ghomrasni, R ^a  

^a AARHUS UNIVERSITY   (Denmark)

Author keywords

Bessel process; Density distribution functions; Laplace inversion; Parabolic cylinder functions

Indexed keywords

EID: 3042522448     PISSN: 00816906     EISSN: None     Source Type: Journal    
DOI: 10.1556/SScMath.41.2004.1.5     Document Type: Article

References (16)

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