Rice, S. O. The integral of the absolute value of the pinned Wiener process - calculation of its probability density by numerical integration. (English) Zbl 0479.60080 Ann. Probab. 10, 240-243 (1982). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 2 ReviewsCited in 11 Documents MSC: 60J65 Brownian motion 60H05 Stochastic integrals 65D30 Numerical integration 65E05 General theory of numerical methods in complex analysis (potential theory, etc.) Keywords:pinned Wiener process; probability density of an integral; numerical integration in the complex plane Citations:Zbl 0479.60079 PDF BibTeX XML Cite \textit{S. O. Rice}, Ann. Probab. 10, 240--243 (1982; Zbl 0479.60080) Full Text: DOI