Small ball probabilities for a Wiener process under weighted sup-norms, with an application to the supremum of bessel local times
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/BF02214257.pdf
Reference33 articles.
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4. Chung, K. L. (1948). On the maximum partial sums of sequences of independent random variables.Trans. Amer. Math. Soc. 64, 205–233.
5. Ciesielski, Z., and Taylor, S. J. (1962). First passage time and sojourn density for Brownian motion in space and the exact Hausdorff measure of the sample path.Trans. Amer. Math. Soc. 103, 434–450.
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