Distribution of the norm of a multidimensional Wiener process

DOI10.1007/BF00970825zbMath0723.60100MaRDI QIDQ756866

Mindaugas Bloznelis

Publication date: 1990

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

zbMATH Keywords

Banach space valued Wiener process

Mathematics Subject Classification ID

Probability measures on topological spaces (60B05) Brownian motion (60J65)

Related Items (2)

On the distribution of the norm for a multidimensional Brownian bridge ⋮ Theorems of large deviations in the multivariate invariance principle

Cites Work

• Uniform convexity and the distribution of the norm for a Gaussian measure
• Potential theory on Hilbert space
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