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

DOI10.1007/BF02528747zbMATH Open0889.60084OpenAlexW2075639060MaRDI QIDQ3364906FDOQ3364906

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

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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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