Small ball probabilities for integrals of weighted Brownian motion
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Recommendations
- Small ball estimates for Brownian motion under a weighted sup-norm
- Small ball probabilities for a Wiener process under weighted sup-norms, with an application to the supremum of Bessel local times
- Quadratic functionals and small ball probabilities for the \(m\)-fold integrated Brownian motion
- Some path properties of weighted-fractional Brownian motion
- Chung’s law for integrated Brownian motion
Cites work
- Approximation, metric entropy and small ball estimates for Gaussian measures
- Chung’s law for integrated Brownian motion
- scientific article; zbMATH DE number 991499 (Why is no real title available?)
- scientific article; zbMATH DE number 48952 (Why is no real title available?)
- Metric entropy and the small ball problem for Gaussian measures
- New Gaussian estimates for enlarged balls
- Small ball estimates for Brownian motion under a weighted sup-norm
- Small Deviations in a Space of Trajectories
- The Integral of a Symmetric Unimodal Function over a Symmetric Convex Set and Some Probability Inequalities
Cited in
(8)- Small ball probabilities for a Wiener process under weighted sup-norms, with an application to the supremum of Bessel local times
- Quadratic functionals and small ball probabilities for the \(m\)-fold integrated Brownian motion
- Integrated Brownian motions and exact \(L_2\)-small balls
- Small ball probabilities of fractional Brownian sheets via fractional integration operators
- Small ball estimates for Brownian motion under a weighted sup-norm
- Some path properties of weighted-fractional Brownian motion
- Chung’s law for integrated Brownian motion
- Small ball estimates for Brownian motion and the Brownian sheet
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