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Existence of small ball constants for fractional Brownian motions - MaRDI portal

Existence of small ball constants for fractional Brownian motions (Q4217497)

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scientific article; zbMATH DE number 1222010
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Existence of small ball constants for fractional Brownian motions
scientific article; zbMATH DE number 1222010

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    Existence of small ball constants for fractional Brownian motions (English)
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    14 October 1999
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    Gaussian process
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    covariance
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    stochastic integral
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    Wiener process
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