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Zapiski Nauchnykh Seminarov POMI, 2004, Volume 311, Pages 190–213 (Mi znsl796)  
This article is cited in 27 scientific papers (total 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
Full-text PDF (304 kB) Citations (27)
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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.
Received: 25.05.2004
English version:
Journal of Mathematical Sciences (New York), 2006, Volume 133, Issue 3, Pages 1314–1327
DOI: https://doi.org/10.1007/s10958-006-0041-x
Bibliographic databases:
UDC: 519.2
Language: Russian
Citation: A. I. Nazarov, “Logarithmic $L_2$-small ball asymptotics with respect to self-similar measure for some Gaussian processes”, Probability and statistics. Part 7, Zap. Nauchn. Sem. POMI, 311, POMI, St. Petersburg, 2004, 190–213; J. Math. Sci. (N. Y.), 133:3 (2006), 1314–1327
Citation in format AMSBIB
\Bibitem{Naz04}
\by A.~I.~Nazarov
\paper Logarithmic $L_2$-small ball asymptotics with respect to self-similar measure for some Gaussian processes
\inbook Probability and statistics. Part~7
\serial Zap. Nauchn. Sem. POMI
\yr 2004
\vol 311
\pages 190--213
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl796}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2092208}
\zmath{https://zbmath.org/?q=an:1076.60030}
\elib{https://elibrary.ru/item.asp?id=13524618}
\transl
\jour J. Math. Sci. (N. Y.)
\yr 2006
\vol 133
\issue 3
\pages 1314--1327
\crossref{https://doi.org/10.1007/s10958-006-0041-x}
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  • https://www.mathnet.ru/eng/znsl/v311/p190
    • This publication is cited in the following 27 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
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