Vn. Kolokoltsov, A NOTE ON THE LONG-TIME ASYMPTOTICS OF THE BROWNIAN-MOTION WITH APPLICATION TO THE THEORY OF QUANTUM MEASUREMENT, Potential analysis, 7(4), 1997, pp. 759-764
Estimates of growth of the standard d-dimensional Brownian motion W(t)
and its integral V(t) = integral(0)(t) W(s) ds are obtained as t -->
infinity, and an application is discussed to the long time asymptotics
of the solutions of the nonlinear stochastic equation of the quantum
filtering theory.