Ukrainian Mathematical Journal

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

Wiener process in a thin domain

  • V. A. Gasanenko
Brief Communications


Wiener Process Thin Domain 
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Literature cited

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    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
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    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
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    A. A. Novikov, “On small deviations of Gaussian processes,” Mat. Zametki,29, No. 2, 291–302 (1981).Google Scholar
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    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
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    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
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    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

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