Some small ball probabilities for Gaussian processes under nonuniform norms

DOI10.1007/BF02214078MaRDI QIDQ1923932zbMATH OpenFDO

Authors Wolfgang Stolz

Publication date 27 January 1997

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

Full work available at URL https://doi.org/10.1007/BF02214078

zbMATH Keywords

Besov normsfractional Brownian motionHölder-type normssmall ball estimates

Mathematics Subject Classification ID

Gaussian processes (60G15) Brownian motion (60J65)

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Cites work

• scientific article; zbMATH DE number 417293 (Why is no real title available?)
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• Mouvement brownien et espaces de besov
• New Gaussian estimates for enlarged balls
• Quelques espaces fonctionnels associés à des processus gaussiens
• Rectangular Confidence Regions for the Means of Multivariate Normal Distributions
• Small ball probabilities for Gaussian processes with stationary increments under Hölder norms
• Small ball probabilities of Gaussian fields
• Small values of Gaussian processes and functional laws of the iterated logarithm
• The small ball problem for the Brownian sheet

Cited in

(28)

• Small ball estimates for Gaussian processes under Sobolev type norms
• Small ball probabilities for a Wiener process under weighted sup-norms, with an application to the supremum of Bessel local times
• The fractional mixed fractional Brownian motion.
• Exact L^2 small balls of Gaussian processes
• Lévy area of Wiener processes in Banach spaces
• Small ball probabilities for Gaussian Markov processes under the \(L_p\)-norm.
• Small ball probabilities for Gaussian processes with stationary increments under Hölder norms
• Small ball probabilities of Gaussian fields
• Arbitrage and hedging in a non probabilistic framework
• Metric entropy of integration operators and small ball probabilites for the Brownian sheet
• Small deviations for Gaussian Markov processes under the sup-norm
• Rates of contraction of posterior distributions based on \(p\)-exponential priors
• Hypercontractivity and lower deviation estimates in normed spaces
• Small ball probabilities, metric entropy and Gaussian rough paths
• Properties of local-nondeterminism of Gaussian and stable random fields and their applications
• Sample path properties of bifractional Brownian motion
• Gaussian processes: Inequalities, small ball probabilities and applications
• LONG RANGE DEPENDENCE, NO ARBITRAGE AND THE BLACK–SCHOLES FORMULA
• On small deviations of stationary Gaussian processes and related analytic inequalities
• Chung’s law for integrated Brownian motion
• scientific article; zbMATH DE number 699484 (Why is no real title available?)
• Onsager Machlup Functional for Stochastic Evolution Equations in a Class of Norms
• scientific article; zbMATH DE number 772914 (Why is no real title available?)
• Small ball estimates for quasi-norms
• Extending the scope of the small-ball method
• Small ball probabilities for smooth Gaussian fields and tensor products of compact operators
• Small ball probabilities and large deviations for grey Brownian motion
• A note on small ball probability of a Gaussian process with stationary increments

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