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Approximation of distribution function of additive functional of Wiener process by segment of Chebyshev series

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References

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Translated from Kibernetika i Sistemnyi Analiz, No. 4, pp. 169–173, July–August, 1993.

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Kovalenko, I.N., Nakonechnyi, A.N. Approximation of distribution function of additive functional of Wiener process by segment of Chebyshev series. Cybern Syst Anal 29, 613–617 (1993). https://doi.org/10.1007/BF01125878

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  • DOI: https://doi.org/10.1007/BF01125878

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