Documents

Links

DOI

We study the exact small deviation asymptotics with respect to the Hilbert norm for some mixed Gaussian processes. The simplest example here is the linear combination of theWiener process and the Brownian bridge.We get the precise final result in this case and in some examples of more complicated processes of similar structure. The proof is based on Karhunen-Loève expansion together with spectral asymptotics of differential operators and complex analysis methods.

Original languageEnglish
Article number55
Number of pages9
JournalMathematics
Volume6
Issue number4
DOIs
StatePublished - Apr 2018

    Research areas

  • дробное броуновское движение, гильбертова норма, малые уклонения случайных процессов, Mixed Gaussian process, Exact asymptotics, Small deviations, small deviations, FRACTIONAL BROWNIAN-MOTION, BOUNDARY-VALUE-PROBLEMS, RESPECT, exact asymptotics, NORM, FUNCTIONAL-INTEGRALS, mixed Gaussian process

    Scopus subject areas

  • Mathematics(all)

ID: 18082952