Integrated Brownian motions and exact \(L_2\)-small balls

DOI10.1214/aop/1055425782zbMath1047.60030MaRDI QIDQ1431493

Jan Hannig, Fuchang Gao, Fred Torcaso

Publication date: 10 June 2004

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

Full work available at URL: https://projecteuclid.org/euclid.aop/1055425782

zbMATH Keywords

small ball probability; general integrated Brownian motion

Mathematics Subject Classification ID

60G15: Gaussian processes

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Cites Work

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• Chung’s law for integrated Brownian motion
• The Green functions of some boundary value problems via the Bernoulli and Euler polynomials