Probability for a Wiener process to reside in tube domains for a long period of time
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We give various representations of asymptotics for the probability for a Wiener process to reside within a curvilinear strip during extended time intervals.
KeywordsAsymptotic Expansion Naukova Dumka Stochastic Differential Equation Wiener Process Ferential Equation
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- 3.I. I. Gikhman and A. V. Skorokhod, Stochastic Differential Equations [in Russian], Naukova Dumka, Kiev (1968).Google Scholar
© Plenum Publishing Corporation 1998