Fourier method for determining the asymptotic behavior of small deviations of a Wiener process

DOI10.1007/BF00973500zbMath0519.60082OpenAlexW2016439911MaRDI QIDQ1054389

Anatoliĭ Alfredovich Mogul'skiĭ

Publication date: 1983

Published in: Siberian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00973500

zbMATH Keywords

asymptotic behaviorconditional expectationssmall deviations

Mathematics Subject Classification ID

Brownian motion (60J65) Continuous-time Markov processes on discrete state spaces (60J27)

Related Items (1)

Extension of the Invariance Principle for Compound Renewal Processes to the Zones of Moderately Large and Small Deviations

Cites Work

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