Documents

DOI

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 languageEnglish
Pages (from-to)488-500
Number of pages13
JournalRussian Journal of Mathematical Physics
Volume28
Issue number4
Early online date25 Sep 2020
DOIs
StatePublished - Oct 2021

    Scopus subject areas

  • Statistical and Nonlinear Physics
  • Mathematical Physics

    Research areas

  • math.PR, math.SP, 60G15, 45C05

ID: 76693582