Logarithmic L2-small ball asymptotics with respect to a self-similar measure for some Gaussian processes

被引：16

作者：

Nazarov A.I. ^{[1
]}

机构：

[1] St. Petersburg State University, St. Petersburg

来源：

Journal of Mathematical Sciences | 2006年 / 133卷 / 3期

基金：

俄罗斯基础研究基金会;

关键词：

Brownian Motion; Gaussian Process; Small Ball; Integrate Counterpart; Ball Asymptotics;

D O I：

10.1007/s10958-006-0041-x

中图分类号：

学科分类号：

摘要：

We find logarithmic small ball asymptotics for the L2-norm with respect to self-similar measures for a certain class of Gaussian processes including Brownian motion, Ornstein-Uhlenbeck process, and their integrated counterparts. © 2006 Springer Science+Business Media, Inc.

引用

页码：1314 / 1327

页数：13

共 7 条

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