FUNDAMENTALNAYA I PRIKLADNAYA MATEMATIKA

(FUNDAMENTAL AND APPLIED MATHEMATICS)

2020, VOLUME 23, NUMBER 1, PAGES 219-257

Supremum of the Euclidean norms of the multidimensional Wiener process and Brownian bridge:
Sharp asymptotics of probabilities of large deviations

V. R. Fatalov

Abstract

Gif image of the abstract

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Last modified: September 21, 2020