@@ -159,8 +159,32 @@ For a description of argument and return types, see section
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### Probability density function
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- If $\alpha \in \mathbb{R}^+$, $\tau \in \mathbb{R}^+$, $\beta \in [ 0,
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- 1] $ and $\delta \in \mathbb{R}$, then for $y > \tau$, \begin{equation* }
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+ If $\alpha \in \mathbb{R}^+$, $\tau \in \mathbb{R}^+$, $\beta \in [ 0, 1] $,
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+ $\delta \in \mathbb{R}$, $s_ {\delta} \in \mathbb{R}^{\geq 0}$, $s_ {\beta} \in [ 0, 1)$, and
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+ $s_ {\tau} \in \mathbb{R}^{\geq 0}$ then for $y > \tau$,
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+
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+ \begin{eqnarray* }
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+ \text{Wiener}(y|\alpha, \tau, \beta, \delta, s_ {\delta}, s_ {\beta}, s_ {\tau})
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+
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+ &=& \frac{1}{s_ {\tau}}
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+ \int_ {\tau}^{\tau + s_ {\tau}} \frac{1}{s_ {\beta}}\int_ {\beta -0.5s_ {\beta}}^{\beta + 0.5s_ {\beta}}
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+ M \times p_3(y-\tau|a,\delta,\omega) \ d\omega \ d\tau,
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+ \end{eqnarray* }
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+ where $M$ and $p_3()$ are defined, by using $t:=y-\tau$, as
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+ \begin{eqnarray* }
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+ M := \frac{1}{\sqrt{1+s^2_ {\delta} t}}
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+ \mathbb{e}^{a\delta\omega+\frac{\delta^2t}{2}+\frac{s^2_ {\delta} a^2
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+ \omega^2-2a\delta\omega-\delta^2t}{2(1+s^2_ {\delta}t)}} \text{ and} \\ p_3(t|a,\delta,\beta) :=
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+ \frac{1}{a^2} \mathbb{e}^{-a \delta \beta -\frac{\delta^2t}{2}} f(\frac{t}{a^2}|0,1,\beta), \end{eqnarray* }
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+ where $f(t^* =\frac{t}{a^2}|0,1,\beta)$ has two forms
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+ \begin{eqnarray* }
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+ f_l(t^* |0,1,\beta) = \sum_ {k=1}^{\infty} k\pi \mathbb{e}^{-\frac{k^2\pi^2t^* }{2}}
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+ \sin{(k \pi \beta)}\text{ and} \\
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+ f_s(t^* |0,1,\beta) = \sum_ {k=-\infty}^{\infty} \frac{1}{\sqrt{2\pi (t^* )^3}}
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+ (\beta+2k) \mathbb{e}^{-\frac{(\beta+2k)^2}{2t^* }}, \end{eqnarray* }
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+
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+ In the case where $s_ {\delta}$, $s_ {\beta}$, and $s_ {\tau}$ are all $0$, this simplifies to
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+ \begin{equation* }
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\text{Wiener}(y|\alpha, \tau, \beta, \delta) =
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\frac{\alpha^3}{(y-\tau)^{3/2}} \exp \! \left(- \delta \alpha \beta -
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\frac{\delta^2(y-\tau)}{2}\right) \sum_ {k = - \infty}^{\infty} (2k +
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