Geodesic
Logarithmic $L_2$-small ball asymptotics for some fractional Gaussian processes
Teoriâ veroâtnostej i ee primeneniâ, Tome 49 (2004) no. 4, pp. 695-711

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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. 
@article{TVP_2004_49_4_a3,
     author = {A. I. Nazarov and Ya. Yu. Nikitin},
     title = {Logarithmic $L_2$-small ball asymptotics for some fractional {Gaussian} processes},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {695--711},
     publisher = {mathdoc},
     volume = {49},
     number = {4},
     year = {2004},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_2004_49_4_a3/}
}
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A. I. Nazarov; Ya. Yu. Nikitin. Logarithmic $L_2$-small ball asymptotics for some fractional Gaussian processes. Teoriâ veroâtnostej i ee primeneniâ, Tome 49 (2004) no. 4, pp. 695-711. http://geodesic.mathdoc.fr/item/TVP_2004_49_4_a3/