Exact asymptotics of small deviations for a stationary Ornstein-Uhlenbeck process and some Gaussian diffusion processes in the L p -norm, 2 ≤ p ≤ ∞

DOI10.1134/S0032946008020063zbMath1441.60027OpenAlexW2005984344MaRDI QIDQ5121242

Publication date: 11 September 2020

Published in: Problems of Information Transmission (Search for Journal in Brave)

Full work available at URL: http://mathnet.ru/eng/ppi1272

Mathematics Subject Classification ID

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

Related Items (3)

Small ball probabilities for the infinite-dimensional Ornstein-Uhlenbeck process in Sobolev spaces ⋮ Gaussian Ornstein-Uhlenbeck and Bogoliubov processes: asymptotics of small deviations for $ L^{p}$-functionals, $0<p<\infty$ ⋮ Weighted $L^{p}$-norms, $p\geq 2$, for a Wiener process: exact asymptotics of small deviations

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