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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Bibliographic Details
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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Ukrains’kyi Matematychnyi Zhurnal