Small ball probabilities of fractional Brownian sheets via fractional integration operators

DOI10.1023/A:1016263614257zbMath1040.60028MaRDI QIDQ1866057

Werner Linde, Eduard Belinsky

Publication date: 3 April 2003

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

zbMATH Keywords

fractional Brownian motionfractional integrationentropy numbersKolmogorov numberssmall ball behavior

Mathematics Subject Classification ID

Gaussian processes (60G15)

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