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- W1998001216 abstract "A closed-form expression is obtained for the conditional probability distribution of ∫ t 0 R 2 s ds given R t , where ( R s , s ≧ 0) is a Bessel process of dimension δ > 0 started from 0, in terms of parabolic cylinder functions. This is done by inverting the following Laplace transform also known as the generalized Lévy’s stochastic area formula: . We also examine the joint distribution of ( R 2 t , ∫ t 0 R 2 s ds ." @default.
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- W1998001216 date "2004-03-01" @default.
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- W1998001216 title "On distributions associated with the generalized Levy’S stochastic area formula" @default.
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- W1998001216 doi "https://doi.org/10.1556/012.2004.41.1.5" @default.
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