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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


 English version:
Journal of Mathematical Sciences (New York), 2006, 133:3, 1314–1327

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