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

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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.

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References

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Authors
  1. V. A. Gasanenko
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Additional information

Institute of Mathematics, Ukrainian Academy of Sciences, Kiev. Translated from Ukrainskii Matematicheskii Zhumal, Vol. 49, No. 7, pp. 912–917, July, 1997.

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Gasanenko, V.A. Probability for a Wiener process to reside in tube domains for a long period of time. Ukr Math J 49, 1023–1029 (1997). https://doi.org/10.1007/BF02528747

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  • DOI: https://doi.org/10.1007/BF02528747

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