Fourier method for determining the asymptotic behavior of small deviations of a Wiener process (Q1054389)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fourier method for determining the asymptotic behavior of small deviations of a Wiener process |
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Fourier method for determining the asymptotic behavior of small deviations of a Wiener process (English)
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1983
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small deviations
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conditional expectations
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asymptotic behavior
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