Open AccessWiener pack: a subroutine package for computing probabilities associated with Wiener and Brownian Bridge processes
Author(s) -
Chae-Heon Chung
Publication year - 1987
Language(s) - English
Resource type - Reports
DOI - 10.4095/122384
Subject(s) - subroutine , brownian bridge , bridge (graph theory) , wiener process , brownian motion , brownian excursion , computer science , mathematics , statistics , programming language , geometric brownian motion , medicine , diffusion process , knowledge management , innovation diffusion