An exact asymptotics for small deviations of a nonstationary Ornstein--Uhlenbeck process in the $L^p$-norm, $p\ge2$
Vestnik Moskovskogo universiteta. Matematika, mehanika, no. 4 (2007), pp. 3-8
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@article{VMUMM_2007_4_a0,
author = {V. R. Fatalov},
title = {An exact asymptotics for small deviations of a nonstationary {Ornstein--Uhlenbeck} process in the $L^p$-norm, $p\ge2$},
journal = {Vestnik Moskovskogo universiteta. Matematika, mehanika},
pages = {3--8},
publisher = {mathdoc},
number = {4},
year = {2007},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/VMUMM_2007_4_a0/}
}
TY - JOUR AU - V. R. Fatalov TI - An exact asymptotics for small deviations of a nonstationary Ornstein--Uhlenbeck process in the $L^p$-norm, $p\ge2$ JO - Vestnik Moskovskogo universiteta. Matematika, mehanika PY - 2007 SP - 3 EP - 8 IS - 4 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/VMUMM_2007_4_a0/ LA - ru ID - VMUMM_2007_4_a0 ER -
%0 Journal Article %A V. R. Fatalov %T An exact asymptotics for small deviations of a nonstationary Ornstein--Uhlenbeck process in the $L^p$-norm, $p\ge2$ %J Vestnik Moskovskogo universiteta. Matematika, mehanika %D 2007 %P 3-8 %N 4 %I mathdoc %U http://geodesic.mathdoc.fr/item/VMUMM_2007_4_a0/ %G ru %F VMUMM_2007_4_a0
V. R. Fatalov. An exact asymptotics for small deviations of a nonstationary Ornstein--Uhlenbeck process in the $L^p$-norm, $p\ge2$. Vestnik Moskovskogo universiteta. Matematika, mehanika, no. 4 (2007), pp. 3-8. http://geodesic.mathdoc.fr/item/VMUMM_2007_4_a0/