Exact expressions of the stochastic oscillatory integrals with phase function ∫0T(∫t T w(s) ds)2dt, (w(t))≥0 being the 1-dimensional Brownian motion, are given. As an application, the density function of the distribution of the half of the Wiener functional is given.
All Science Journal Classification (ASJC) codes
- Statistics and Probability
- Statistics, Probability and Uncertainty