Small deviations for fractional stable processes

DOI10.1016/j.anihpb.2004.05.004zbMath1070.60042arXivmath/0305092OpenAlexW3101695533MaRDI QIDQ2485744

Thomas Simon, Mikhail Lifshits

Publication date: 5 August 2005

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0305092

zbMATH Keywords

Gaussian processFractional Brownian motionWaveletsRiemann-Liouville processSmall ball probabilitiesLinear fractional stable motionSmall ball constants

Mathematics Subject Classification ID

Gaussian processes (60G15) Sample path properties (60G17) Stable stochastic processes (60G52)

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