Small ball probabilities for a Wiener process under weighted sup-norms, with an application to the supremum of Bessel local times (Q1356613)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Small ball probabilities for a Wiener process under weighted sup-norms, with an application to the supremum of Bessel local times |
scientific article |
Statements
Small ball probabilities for a Wiener process under weighted sup-norms, with an application to the supremum of Bessel local times (English)
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26 April 2001
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small ball problem
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law of the iterated logarithm
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Bessel local time
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Wiener process
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