2017
Том 69
№ 9

All Issues

Probability for a Wiener process to reside in tube domains for a long period of time

Gasanenko V. A.

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Abstract

We give various representations of asymptotics for the probability for a Wiener process to reside within a curvilinear strip during extended time intervals.

English version (Springer): Ukrainian Mathematical Journal 49 (1997), no. 7, pp 1023-1029.

Citation Example: Gasanenko V. A. Probability for a Wiener process to reside in tube domains for a long period of time // Ukr. Mat. Zh. - 1997. - 49, № 7. - pp. 912–917.

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