Research output: Contribution to journal › Article › peer-review
Abstract: We study the small ball asymptotics problem in L2 for two generalizations of the fractional Brownian motion with variable Hurst parameter. To this end, we perform a careful analysis of the singular value asymptotics for associated integral operators.
| Original language | English |
|---|---|
| Pages (from-to) | 488-500 |
| Number of pages | 13 |
| Journal | Russian Journal of Mathematical Physics |
| Volume | 28 |
| Issue number | 4 |
| Early online date | 25 Sep 2020 |
| DOIs | |
| State | Published - Oct 2021 |
ID: 76693582