Advertisement

Ukrainian Mathematical Journal

, Volume 40, Issue 2, pp 193–196 | Cite as

Wiener process in a thin domain

  • V. A. Gasanenko
Brief Communications

Keywords

Wiener Process Thin Domain 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Literature cited

  1. 1.
    G. N. Sytaya, “On the question of asymptotic behavior of the Wiener measure of small spheres in the uniform metric,” in: Analytic Methods in Probability Theory [in Russian], Naukova Dumka, Kiev (1979), pp. 95–98.Google Scholar
  2. 2.
    S. V. Nagaev, “On the asymptotic behavior of the Wiener measure of a narrow strip,” Teor. Veroyatn. Primen.,28, No. 3, 639 (1981).Google Scholar
  3. 3.
    A. A. Novikov, “On small deviations of Gaussian processes,” Mat. Zametki,29, No. 2, 291–302 (1981).Google Scholar
  4. 4.
    A. A. Mogul'skii, “The Fourier method for finding the asymptotic behavior of small deviations of a Wiener process,” Sib. Mat. Zh.,23, No. 3, 161–174 (1982).Google Scholar
  5. 5.
    T. Fujita and Shin-ichi Kotani, “The Onsager-Mashlup function for diffusion processes,” J. Math. Kyoto Univ.,22, No. 1, 115–130 (1978).Google Scholar
  6. 6.
    A. V. Skorokhod, Stochastic Processes with Independent Increments [in Russian], Nauka, Moscow (1964).Google Scholar

Copyright information

© Plenum Publishing Corporation 1988

Authors and Affiliations

  • V. A. Gasanenko
    • 1
  1. 1.Institute of MathematicsAcademy of Sciences of the Ukrainian SSRKiev

Personalised recommendations