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Teoriya Veroyatnostei i ee Primeneniya, 2004, Volume 49, Issue 4, Pages 695–711
DOI: https://doi.org/10.4213/tvp189 (Mi tvp189) 		 
This article is cited in 23 scientific papers (total in 23 papers)

Logarithmic $L_2$-small ball asymptotics for some fractional Gaussian processes

A. I. Nazarov, Ya. Yu. Nikitin

St. Petersburg State University, Department of Mathematics and Mechanics
Full-text PDF (1635 kB) Citations (23)
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DOI: https://doi.org/10.4213/tvp189
Abstract: We find the logarithmic $L_2$-small ball asymptotics of some Gaussian processes related to the fractional Brownian motion (fBm), fractional Ornstein–Uhlenbeck process (fOU), and their integrated analogues. We consider also the multiparameter generalizations.
Keywords: fractional Brownian motion, fractional Ornstein–Uhlenbeck process, Lévy's Brownian motion, small deviations, spectral asymptotics.
Received: 17.05.2004
English version:
Theory of Probability and its Applications, 2005, Volume 49, Issue 4, Pages 645–658
DOI: https://doi.org/10.1137/S0040585X97981317
Bibliographic databases:
Language: Russian
Citation: A. I. Nazarov, Ya. Yu. Nikitin, “Logarithmic $L_2$-small ball asymptotics for some fractional Gaussian processes”, Teor. Veroyatnost. i Primenen., 49:4 (2004), 695–711; Theory Probab. Appl., 49:4 (2005), 645–658
Citation in format AMSBIB
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\jour Theory Probab. Appl.
\yr 2005
\vol 49
\issue 4
\pages 645--658
\crossref{https://doi.org/10.1137/S0040585X97981317}
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    • This publication is cited in the following 23 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    		Теория вероятностей и ее применения Theory of Probability and its Applications
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