SMALL DEVIATIONS OF RIEMANN--LIOUVILLE PROCESSES IN ${L_{\lowercase{q}}}$ SPACES WITH RESPECT TO FRACTAL MEASURES

DOI10.1017/S002461150501556XzbMath1090.60037MaRDI QIDQ3377432

Werner Linde, Zhan Shi, Mikhail Lifshits

Publication date: 22 March 2006

Published in: Proceedings of the London Mathematical Society (Search for Journal in Brave)

zbMATH Keywords

fractional Brownian motion

Mathematics Subject Classification ID

Gaussian processes (60G15) Riesz operators; eigenvalue distributions; approximation numbers, (s)-numbers, Kolmogorov numbers, entropy numbers, etc. of operators (47B06) Integral operators (47G10) Fractals (28A80)

Related Items (7)

Compactness properties of certain integral operators related to fractional integration ⋮ Lower classes of the Riemann-Liouville process ⋮ On the (non)stationary density of fractional-driven stochastic differential equations ⋮ Local Hölder regularity for set-indexed processes ⋮ Fractal functional quantization of mean-regular stochastic processes ⋮ On the history of St. Petersburg school of probability and mathematical statistics. II: Random processes and dependent variables ⋮ RIEMANN–LIOUVILLE PROCESSES ARISING FROM BRANCHING PARTICLE SYSTEMS

This page was built for publication: SMALL DEVIATIONS OF RIEMANN--LIOUVILLE PROCESSES IN ${L_{\lowercase{q}}}$ SPACES WITH RESPECT TO FRACTAL MEASURES