Exact \(L_2\)-small ball behavior of integrated Gaussian processes and spectral asymptotics of boundary value problems
type: Item
instance of: scholarly article
title: Exact \(L_2\)-small ball behavior of integrated Gaussian processes and spectral asymptotics of boundary value problems
zbMATH Open document ID: 1051.60041
publication date: 2004-10-28T00:00:00Z
Mathematics Subject Classification ID: 60G15
zbMATH DE Number: 2111577
zbMATH Keywords: integrated Wiener process
zbMATH Keywords: integrated Ornstein-Uhlenbeck process
zbMATH Keywords: small deviations
zbMATH Keywords: boundary value problem
zbMATH Keywords: Green function
zbMATH Keywords: spectral asymptotics
author: A. I. Nazarov
author: Yakov Yu. Nikitin
MaRDI profile type: Publication
full work available at URL: s00440-004-0337-z
OpenAlex ID: W2000585706
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DOI: 10.1007/S00440-004-0337-Z
published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
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description: scientific article; zbMATH DE number 2111577