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Distribution of Integral Functionals of Gaussian Diffusion Bridges. / Borodin, A.

в: Journal of Mathematical Sciences, Том 199, № 2, 2014, стр. 107-112.

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Harvard

Borodin, A 2014, 'Distribution of Integral Functionals of Gaussian Diffusion Bridges', Journal of Mathematical Sciences, Том. 199, № 2, стр. 107-112. https://doi.org/10.1007/s10958-014-1837-8

APA

Borodin, A. (2014). Distribution of Integral Functionals of Gaussian Diffusion Bridges. Journal of Mathematical Sciences, 199(2), 107-112. https://doi.org/10.1007/s10958-014-1837-8

Vancouver

Borodin A. Distribution of Integral Functionals of Gaussian Diffusion Bridges. Journal of Mathematical Sciences. 2014;199(2):107-112. https://doi.org/10.1007/s10958-014-1837-8

Author

Borodin, A. / Distribution of Integral Functionals of Gaussian Diffusion Bridges. в: Journal of Mathematical Sciences. 2014 ; Том 199, № 2. стр. 107-112.

BibTeX

@article{afddc4d9a135459a842d910eaeb905a3,
title = "Distribution of Integral Functionals of Gaussian Diffusion Bridges",
abstract = "The paper deals with an original approach to derivation of a parabolic equation for the Laplace transform of the distributions of an integral functional of a Gaussian diffusion bridge. {\textcopyright} 2014 Springer Science+Business Media New York.",
author = "A. Borodin",
year = "2014",
doi = "10.1007/s10958-014-1837-8",
language = "English",
volume = "199",
pages = "107--112",
journal = "Journal of Mathematical Sciences",
issn = "1072-3374",
publisher = "Springer Nature",
number = "2",

}

RIS

TY - JOUR

T1 - Distribution of Integral Functionals of Gaussian Diffusion Bridges

AU - Borodin, A.

PY - 2014

Y1 - 2014

N2 - The paper deals with an original approach to derivation of a parabolic equation for the Laplace transform of the distributions of an integral functional of a Gaussian diffusion bridge. © 2014 Springer Science+Business Media New York.

AB - The paper deals with an original approach to derivation of a parabolic equation for the Laplace transform of the distributions of an integral functional of a Gaussian diffusion bridge. © 2014 Springer Science+Business Media New York.

U2 - 10.1007/s10958-014-1837-8

DO - 10.1007/s10958-014-1837-8

M3 - Article

VL - 199

SP - 107

EP - 112

JO - Journal of Mathematical Sciences

JF - Journal of Mathematical Sciences

SN - 1072-3374

IS - 2

ER -

ID: 5769866