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Calculation of Characteristic Functions of Some Functionals of a Wiener Process and a Brownian Bridge

✍ Scribed by Klyachko, A. A.; Solodyannikov, Yu. V.


Book ID
118220636
Publisher
Society for Industrial and Applied Mathematics
Year
1987
Tongue
English
Weight
453 KB
Volume
31
Category
Article
ISSN
0040-585X

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πŸ“œ SIMILAR VOLUMES


A functional modulus of continuity for a
✍ Bin Chen; MiklΓ³s CsΓΆrgΕ‘ πŸ“‚ Article πŸ“… 2001 πŸ› Elsevier Science 🌐 English βš– 96 KB

In this paper, we ΓΏrst establish a large deviation for increments of a Wiener process. A functional modulus of continuity for a Wiener process is presented and proved using this large deviation.