On the asymptotics of a Wiener integral

DOI10.1017/S0308210500022022zbMath0624.60091OpenAlexW1978092625MaRDI QIDQ3026002

John T. Lewis, Michiel van den Berg

Publication date: 1987

Published in: Proceedings of the Royal Society of Edinburgh: Section A Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0308210500022022

zbMATH Keywords

asymptotic behaviourBrownian bridgelarge deviationsconditional Wiener measure

Mathematics Subject Classification ID

Brownian motion (60J65) Limit theorems in probability theory (60F99)

Related Items (1)

Exponential estimates for the Wiener sausage

Cites Work

• Excursions in Brownian motion
• The distribution of the maximum Brownian excursion

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