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Exact \(L_2\)-small ball behavior of integrated Gaussian processes and spectral asymptotics of boundary value problems - MaRDI portal

Exact \(L_2\)-small ball behavior of integrated Gaussian processes and spectral asymptotics of boundary value problems (Q1885362)

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scientific article; zbMATH DE number 2111577
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English
Exact \(L_2\)-small ball behavior of integrated Gaussian processes and spectral asymptotics of boundary value problems
scientific article; zbMATH DE number 2111577

    Statements

    Exact \(L_2\)-small ball behavior of integrated Gaussian processes and spectral asymptotics of boundary value problems (English)
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    28 October 2004
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    integrated Wiener process
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    integrated Ornstein-Uhlenbeck process
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    small deviations
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    boundary value problem
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    Green function
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    spectral asymptotics
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