Logarithmic L2-Small Ball Asymptotics for some Fractional Gaussian Processes
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Publication:5472345
DOI10.1137/S0040585X97981317zbMath1107.60014OpenAlexW2057963115MaRDI QIDQ5472345
Yakov Yu. Nikitin, Alexander I. Nazarov
Publication date: 9 June 2006
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0040585x97981317
fractional Brownian motionspectral asymptoticssmall deviationsfractional Ornstein-Uhlenbeck processLévy's Brownian motion
Gaussian processes (60G15) Stationary stochastic processes (60G10) Large deviations (60F10) Self-similar stochastic processes (60G18)
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