Small ball probabilities for a Wiener process under weighted sup-norms, with an application to the supremum of Bessel local times

DOI10.1007/BF02214257zbMath0959.60080MaRDI QIDQ1356613

Zhan Shi

Publication date: 26 April 2001

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

zbMATH Keywords

Wiener processlaw of the iterated logarithmsmall ball problemBessel local time

Mathematics Subject Classification ID

Brownian motion (60J65) Local time and additive functionals (60J55)

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