Small Ball Estimates for Brownian Motion under a Weighted Sup-norm
نویسندگان
چکیده
Let fW(t); 0 t 1g be a real-valued Wiener process, starting from 0. For a large class of functions f which may vanish at 0, we obtain the exact asymptotics, as " goes to 0, of log P(sup 0<t1 jW(t)=f(t)j < ").
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