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
V. R. Fatalov, “Exact asymptotics of small deviations for a stationary Ornstein-Uhlenbeck process and some Gaussian diffusion processes in the L p -norm, 2 ≤ p ≤ ∞”, Probl Inf Transm, 44, no. 2, 2008, 138
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
Werner Linde, Antoine Ayache, “Series Representations of Fractional Gaussian Processes by Trigonometric and Haar Systems”, Electron. J. Probab., 14, no. none, 2009
Jakob Creutzig, Mikhail Lifshits, Monte Carlo and Quasi-Monte Carlo Methods 2006, 2008, 195
Wolfgang Kreitmeier, “Quantization of Gaussian measures with Rényi-α-entropy constraints”, ActaSci.Math., 79, no. 3-4, 2013, 687
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
S. Dereich, M. A. Lifshits, “Probabilities of randomly centered small balls and quantization in Banach spaces”, Ann. Probab., 33, no. 4, 2005
Frank Aurzada, Thomas Simon, “Small ball probabilities for stable convolutions”, ESAIM: PS, 11, 2007, 327
Kemal Caglar Gogebakan, “A family of nonparametric unit root tests for processes driven by infinite variance innovations”, Studies in Nonlinear Dynamics & Econometrics, 26, no. 5, 2022, 705