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

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Literature Cited

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Institute of Mathematics, Siberian Branch, Academy of Sciences of the USSR, Novosibirsk. Translated from Sibirskii Matematicheskii Zhurnal, Vol. 23, No. 3, pp. 161–174, May–June, 1982.

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Mogul'skii, A.A. Fourier method for determining the asymptotic behavior of small deviations of a Wiener process. Sib Math J 23, 420–431 (1982). https://doi.org/10.1007/BF00973500

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  • DOI: https://doi.org/10.1007/BF00973500

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