Asymptotic behavior of small deviations for Bogoliubov's Gaussian measure in the $L^p$ norm, $2\le p\le\infty$
Teoretičeskaâ i matematičeskaâ fizika, Tome 173 (2012) no. 3, pp. 453-467 Cet article a éte moissonné depuis la source Math-Net.Ru

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We prove several results on exact asymptotic formulas for small deviations in the $L^p$-norm with $2\le p\le\infty$ for Bogoliubov's stationary Gaussian process $\xi(t)$. We prove the property of mutual absolute continuity for the conditional Bogoliubov measure and the conditional Wiener measure and calculate the Radon–Nikodym derivative.
Keywords: small deviation, Bogoliubov measure, conditional Wiener measure.
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V. R. Fatalov. Asymptotic behavior of small deviations for Bogoliubov's Gaussian measure in the $L^p$ norm, $2\le p\le\infty$. Teoretičeskaâ i matematičeskaâ fizika, Tome 173 (2012) no. 3, pp. 453-467. http://geodesic.mathdoc.fr/item/TMF_2012_173_3_a6/

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