Small ball probabilities for a Wiener process under weighted sup-norms, with an application to the supremum of Bessel local times

Journal of Theoretical Probability

Volumn 9, Issue 4, 1996, Pages 915-929

  Shi, Z ^a  

^a SORBONNE UNIVERSITÉ   (France)

Author keywords

Bessel local time; Law of the iterated logarithm; Small ball problem; Wiener process

Indexed keywords

EID: 21444453887     PISSN: 08949840     EISSN: None     Source Type: Journal    
DOI: 10.1007/BF02214257     Document Type: Article

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