On probabilities of small deviations for stochastic processes
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Publication:2639407
DOI10.3103/S1055134415010058zbMath0718.60024MaRDI QIDQ2639407
Anatoliĭ Alfredovich Mogul'skiĭ, Aleksandr A. Borovkov
Publication date: 1991
Published in: Siberian Advances in Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3103/s1055134415010058
60G15: Gaussian processes
60J65: Brownian motion
60F10: Large deviations
60F17: Functional limit theorems; invariance principles
Related Items
Small Deviations of Sums of Correlated Stationary Gaussian Sequences, Quenched Small Deviation for the Trajectory of a Random Walk with Random Environment in Time, Limit theorems for small deviation probabilities of some iterated stochastic processes, Small deviations of stable processes and entropy of the associated random operators, Small deviations of general Lévy processes, Small ball probabilities for Gaussian Markov processes under the \(L_p\)-norm., Small time Chung-type LIL for Lévy processes, Metric entropy of integration operators and small ball probabilites for the Brownian sheet, Small deviations of iterated processes in the space of trajectories
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