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

  • V. A. Gasanenko

Abstract

We give various representations of asymptotics for the probability for a Wiener process to reside within a curvilinear strip during extended time intervals.
Published
25.07.1997
How to Cite
Gasanenko, V. A. “Probability for a Wiener Process to Reside in Tube Domains for a Long Period of Time”. Ukrains’kyi Matematychnyi Zhurnal, Vol. 49, no. 7, July 1997, pp. 912–917, https://umj.imath.kiev.ua/index.php/umj/article/view/5081.
Section
Research articles