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Logarithmic L2-small ball asymptotics for some fractional Gaussian processes. / Nazarov, A. I.; Nikitin, Ya Yu.

In: Theory of Probability and its Applications, Vol. 49, No. 4, 01.12.2004, p. 645-658.

Research output: Contribution to journal › Article › peer-review

Harvard

Nazarov, AI & Nikitin, YY 2004, 'Logarithmic L2-small ball asymptotics for some fractional Gaussian processes', Theory of Probability and its Applications, vol. 49, no. 4, pp. 645-658. https://doi.org/10.1137/S0040585X97981317

APA

Nazarov, A. I., & Nikitin, Y. Y. (2004). Logarithmic L2-small ball asymptotics for some fractional Gaussian processes. Theory of Probability and its Applications, 49(4), 645-658. https://doi.org/10.1137/S0040585X97981317

Vancouver

Nazarov AI, Nikitin YY. Logarithmic L2-small ball asymptotics for some fractional Gaussian processes. Theory of Probability and its Applications. 2004 Dec 1;49(4):645-658. https://doi.org/10.1137/S0040585X97981317

Author

Nazarov, A. I. ; Nikitin, Ya Yu. / Logarithmic L2-small ball asymptotics for some fractional Gaussian processes. In: Theory of Probability and its Applications. 2004 ; Vol. 49, No. 4. pp. 645-658.

BibTeX

@article{56429b067d694a37b4c132887004a47b,
title = "Logarithmic L2-small ball asymptotics for some fractional Gaussian processes",
abstract = "We find the logarithmic L2-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, L{\'e}vy's Brownian motion, Small deviations, Spectral asymptotics",
author = "Nazarov, {A. I.} and Nikitin, {Ya Yu}",
year = "2004",
month = dec,
day = "1",
doi = "10.1137/S0040585X97981317",
language = "English",
volume = "49",
pages = "645--658",
journal = "Theory of Probability and its Applications",
issn = "0040-585X",
publisher = "Society for Industrial and Applied Mathematics",
number = "4",

}

RIS

TY - JOUR

T1 - Logarithmic L2-small ball asymptotics for some fractional Gaussian processes

AU - Nazarov, A. I.

AU - Nikitin, Ya Yu

PY - 2004/12/1

Y1 - 2004/12/1

N2 - We find the logarithmic L2-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.

AB - We find the logarithmic L2-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.

KW - Fractional Brownian motion

KW - Fractional Ornstein-Uhlenbeck process

KW - Lévy's Brownian motion

KW - Small deviations

KW - Spectral asymptotics

UR - http://www.scopus.com/inward/record.url?scp=30844450307&partnerID=8YFLogxK

U2 - 10.1137/S0040585X97981317

DO - 10.1137/S0040585X97981317

M3 - Article

AN - SCOPUS:30844450307

VL - 49

SP - 645

EP - 658

JO - Theory of Probability and its Applications

JF - Theory of Probability and its Applications

SN - 0040-585X

IS - 4

ER -

ID: 45873299