Small ball problem via wavelets for Gaussian processes (Q1359776)
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scientific article; zbMATH DE number 1031789
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Small ball problem via wavelets for Gaussian processes |
scientific article; zbMATH DE number 1031789 |
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Small ball problem via wavelets for Gaussian processes (English)
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7 January 1998
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The author uses wavelet methods to estimate small ball probability for a large class of Gaussian processes including \(d\)-dimensional Brownian motion and fractional Brownian motion.
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Brownian motion
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Gaussian process
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small ball problem
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wavelets
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