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Limiting process for integral functionals of a wiener process on a cylinder

✍ Scribed by Yu. B. Koval'


Book ID
112816437
Publisher
Springer
Year
1994
Tongue
English
Weight
168 KB
Volume
46
Category
Article
ISSN
0041-5995

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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.