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

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Bibliographic Details
Published in:Cybernetics and systems analysis 1993-07, Vol.29 (4), p.613-617
Main Authors: Kovalenko, I. N., Nakonechnyi, A. N.
Format: Article
Language:English
Online Access:Get full text
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ISSN:1060-0396
1573-8337
DOI:10.1007/BF01125878