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JOURNALS
// Zapiski Nauchnykh Seminarov POMI
// Archive
Zap. Nauchn. Sem. POMI,
2004
Volume 311,
Pages
190–213
(Mi znsl796)
This article is cited in
27
papers
Logarithmic
$L_2$
-small ball asymptotics with respect to self-similar measure for some Gaussian processes
A. I. Nazarov
Saint-Petersburg State University
Abstract:
We find the logarithmic small ball asymptotics for the
$L_2$
-norm with respect to self-similar measures of a certain class of Gaussian processes including Brownian motion, Ornstein–Uhlenbeck process and their integrated counterparts.
UDC:
519.2
Received:
25.05.2004
Fulltext:
PDF file (304 kB)
References
Cited by
English version:
Journal of Mathematical Sciences (New York), 2006,
133
:3,
1314–1327
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