Probability for a Wiener process to reside in tube domains for a long period of time

DOI10.1007/BF02528747MaRDI QIDQ3364906zbMATH OpenOpenAlexFDO

Authors Vitalii A. Gasanenko

Publication date 1997

Published in Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02528747

zbMATH Keywords

Wiener processprobability expansiontube-like region

Mathematics Subject Classification ID

Brownian motion (60J65) Transition functions, generators and resolvents (60J35) Boundary theory for Markov processes (60J50)

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