Quadratic functionals and small ball probabilities for the \(m\)-fold integrated Brownian motion

DOI10.1214/aop/1048516545zbMath1030.60026OpenAlexW1963783631MaRDI QIDQ1394539

Wenbo V. Li, Xia Chen

Publication date: 8 February 2004

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1048516545

zbMATH Keywords

Brownian motionsmall ball probabilities

Mathematics Subject Classification ID

Gaussian processes (60G15) Continuous-time Markov processes on general state spaces (60J25) Diffusion processes (60J60)

Related Items (25)

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