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Small ball probabilities for a Wiener process under weighted sup-norms, with an application to the supremum of Bessel local times - MaRDI portal

Small ball probabilities for a Wiener process under weighted sup-norms, with an application to the supremum of Bessel local times

From MaRDI portal
Publication:1356613

DOI10.1007/BF02214257zbMath0959.60080MaRDI QIDQ1356613

Zhan Shi

Publication date: 26 April 2001

Published in: Journal of Theoretical Probability (Search for Journal in Brave)




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