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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. POMI, 2009 Volume 364, Pages 166–199 (Mi znsl3156)

This article is cited in 12 papers

Exact small deviation asymptotics in $L_2$-norm for some weighted Gaussian processes

A. I. Nazarov, R. S. Pusev

St. Petersburg State University

Abstract: We find the exact small ball asymptotics under weighted $L_2$-norm for a wide class of Gaussian processes generating the boundary value problems for ordinary differential equations. Also the sharp constants in the asymptotics are derived for a number of processes connected with special functions. Bibl. – 23 titles.

UDC: 519

Received: 27.02.2008


 English version:
Journal of Mathematical Sciences (New York), 2010, 163:4, 409–429

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