Small ball estimates for Gaussian processes under Sobolev type norms

DOI10.1023/A:1021675731663zbMath0932.60039OpenAlexW127648849MaRDI QIDQ1303908

Wenbo V. Li, Qui-Man Shao

Publication date: 13 March 2000

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1021675731663

zbMATH Keywords

Wiener processfractional Brownian motionGaussian processSobolev normChungs' law of iterated logarithm

Mathematics Subject Classification ID

Gaussian processes (60G15) Brownian motion (60J65)

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