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 |
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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