Exact $L_2$-small ball behavior of integrated Gaussian processes and spectral asymptotics of boundary value problems

DOI10.1007/s00440-004-0337-zzbMath1051.60041OpenAlexW2000585706MaRDI QIDQ1885362

Yakov Yu. Nikitin, Alexander I. Nazarov

Publication date: 28 October 2004

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00440-004-0337-z

zbMATH Keywords

boundary value problem spectral asymptotics Green function small deviations integrated Ornstein-Uhlenbeck process integrated Wiener process

Mathematics Subject Classification ID

Gaussian processes (60G15)

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