Probability for a Wiener process to reside in tube domains for a long period of time
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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| Date: | 1997 |
|---|---|
| Main Authors: | Gasanenko, V. A., Гасаненко, В. О. |
| Format: | Article |
| Language: | Ukrainian English |
| Published: |
Institute of Mathematics, NAS of Ukraine
1997
|
| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/5081 |
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| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
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