Abstract:
We prove results on sharp asymptotics of probabilities
$$
\mathbf P\Biggl\{\int_0^1|X(t)|^p\,dt<\varepsilon^p\Biggr\},\qquad\varepsilon\to0,
$$
where $0<p<\infty$, for three Gaussian processes $X(t)$, namely the stationary and nonstationary Ornstein–Uhlenbeck process and the Bogoliubov process. The analysis is based on the Laplace method for sojourn times of a Wiener process.