I. A. Ibragimov, M. A. Lifshits, A. I. Nazarov, D. N. Zaporozhets, “On the History of St. Petersburg School of Probability and Mathematical Statistics: II. Random Processes and Dependent Variables”, Vestnik St.Petersb. Univ.Math., 51, no. 3, 2018, 213
Daniel Dobbs, Tai Melcher, “Small deviations for time-changed Brownian motions and applications to second-order chaos”, Electron. J. Probab., 19, no. none, 2014
Frank Aurzada, Mikhail Anatolievich Lifshits, “The first exit time of fractional Brownian motion from a parabolic domain”, Теория вероятностей и ее применения, 64, no. 3, 2019, 610
Dawei Lu, Yinbing Zhou, “The first exit time of fractional Brownian motion from the minimum and maximum parabolic domains”, Statistics & Probability Letters, 186, 2022, 109467
A. I. Nazarov, Ya. Yu. Nikitin, “Logarithmic L2-Small Ball Asymptotics for some Fractional Gaussian Processes”, Theory Probab. Appl., 49, no. 4, 2005, 645
F. Aurzada, M. A. Lifshits, “The First Exit Time of Fractional Brownian Motion from a Parabolic Domain”, Theory Probab. Appl., 64, no. 3, 2019, 490
Yinbing Zhou, Dawei Lu, “The First Exit Time of Fractional Brownian Motion with a Drift from a Parabolic Domain”, Methodol Comput Appl Probab, 26, no. 1, 2024, 3
Mikhail Lifshits, Werner Linde, Zhan Shi, “Small Deviations of Gaussian Random Fields in $L_q$-Spaces”, Electron. J. Probab., 11, no. none, 2006
A. I. Nazarov, “Logarithmic L 2-Small Ball Asymptotics with Respect to a Self-Similar Measure for Some Gaussian Processes”, J Math Sci, 133, no. 3, 2006, 1314
Mikhail Lifshits, Alexander Nazarov, “‐SMALL DEVIATIONS FOR WEIGHTED STATIONARY PROCESSES”, Mathematika, 64, no. 2, 2018, 387