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Found 2,595 Documents (Results 1–100)

Energy of taut strings accompanying a Wiener process and random walk in a band of variable width. (English. Russian original) Zbl 1509.60103

J. Math. Sci., New York 268, No. 5, 573-588 (2022); translation from Zap. Nauchn. Semin. POMI 495, 64-86 (2020).
MSC:  60G50 60J65 60F15
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Supremum of the Euclidean norms of the multidimensional Wiener process and Brownian bridge: sharp asymptotics of probabilities of large deviations. (English. Russian original) Zbl 1487.60076

J. Math. Sci., New York 262, No. 4, 546-573 (2022); translation from Fundam. Prikl. Mat. 23, No. 1, 219-257 (2020).
MSC:  60G15 60F10 60J65
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