The probabilitiy distribution density of random values of squared functional on Wiener process trajectories

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dc.creatorVirchenko, Yu. P.
dc.creatorVitokhina, N. N.
dc.date2005-10-07
dc.date.accessioned2026-07-07T06:47:00Z
dc.date.available2026-07-07T06:47:00Z
dc.descriptionOn 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.
dc.description8 pages
dc.identifierhttps://arxiv.org/abs/math-ph/0510028
dc.identifierhttp://arxiv.org/abs/math-ph/0510028
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/103521
dc.subjectMathematical Physics
dc.subject60J60
dc.titleThe probabilitiy distribution density of random values of squared functional on Wiener process trajectories
dc.typetext

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