MAINTENANCE EN COURS / SITE UNDER MAINTENANCE

Une opération de maintenance est en cours: les résultats de recherches et les exportations peuvent être incohérent.
Site under maintenance: search & exportation results could be inconsistent.
 

On the distribution of the integral of a function with respect to a Brownian bridge

Vrins, Frédéric
(2026) Journal of Computational and Applied Mathematics — Vol. 477, p. 117-174 (2026)

Files

LFIN_RP_2025-12.pdf
  • Open Access
  • Adobe PDF
  • 4.72 MB
Download

Details

Authors
Abstract
We derive a couple of results associated with the distribution of the integral J of a square-integrable function with respect to a Brownian bridge. These results are useful to design sampling algorithms and provide a tight upper bound for the distribution of the running supremum of J.
Affiliations

Citations