Logarithmic $L_2$-small ball asymptotics with respect to self-similar measure for some Gaussian processes
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 7, Tome 311 (2004), pp. 190-213
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We find the logarithmic small ball asymptotics for the $L_2$-norm with respect to self-similar measures of a certain class of Gaussian processes including Brownian motion, Ornstein–Uhlenbeck process and their integrated counterparts.
@article{ZNSL_2004_311_a10,
author = {A. I. Nazarov},
title = {Logarithmic $L_2$-small ball asymptotics with respect to self-similar measure for some {Gaussian} processes},
journal = {Zapiski Nauchnykh Seminarov POMI},
pages = {190--213},
publisher = {mathdoc},
volume = {311},
year = {2004},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZNSL_2004_311_a10/}
}
TY - JOUR AU - A. I. Nazarov TI - Logarithmic $L_2$-small ball asymptotics with respect to self-similar measure for some Gaussian processes JO - Zapiski Nauchnykh Seminarov POMI PY - 2004 SP - 190 EP - 213 VL - 311 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/ZNSL_2004_311_a10/ LA - ru ID - ZNSL_2004_311_a10 ER -
A. I. Nazarov. Logarithmic $L_2$-small ball asymptotics with respect to self-similar measure for some Gaussian processes. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 7, Tome 311 (2004), pp. 190-213. http://geodesic.mathdoc.fr/item/ZNSL_2004_311_a10/