Existence of small ball constants for fractional Brownian motions

From MaRDI portal
Publication:4217497

DOI10.1016/S0764-4442(98)80189-4zbMath0922.60039WikidataQ126351465 ScholiaQ126351465MaRDI QIDQ4217497

Wenbo V. Li, Werner Linde

Publication date: 14 October 1999

Published in: Comptes Rendus de l'Académie des Sciences - Series I - Mathematics (Search for Journal in Brave)




Related Items

Small ball probabilities for a class of time-changed self-similar processes, Lower functions and Chung's LILs of the generalized fractional Brownian motion, Kolmogorov numbers of Riemann-Liouville operators over small sets and applications to Gaussian processes, Chung's law of the iterated logarithm for subfractional Brownian motion, The first exit time of fractional Brownian motion from the minimum and maximum parabolic domains, Quadratic functionals and small ball probabilities for the \(m\)-fold integrated Brownian motion, Quenched Small Deviation for the Trajectory of a Random Walk with Random Environment in Time, Small Deviations of Sums of Correlated Stationary Gaussian Sequences, Large deviations for local times and intersection local times of fractional Brownian motions and Riemann-Liouville processes, Lower bounds for posterior rates with Gaussian process priors, Rates of contraction for posterior distributions in \(L^{r}\)-metrics, \(1 \leq r \leq \infty\), Rates of contraction of posterior distributions based on Gaussian process priors, Smoothness of the density for solutions to Gaussian rough differential equations, Logarithmic level comparison for small deviation probabilities, Logarithmic level comparison for small deviation probabilities, Small deviations of weighted fractional processes and average non–linear approximation, Evaluating the small deviation probabilities for subordinated Lévy processes, Small ball probabilities for stable convolutions, The fractional mixed fractional brownian motion and fractional brownian sheet, The moduli of non-differentiability for Gaussian random fields with stationary increments, Approximation, metric entropy and small ball estimates for Gaussian measures, The Csörgő-Révész moduli of non-differentiability of fractional Brownian motion, The First Exit Time of Fractional Brownian Motion from a Parabolic Domain, Probabilities of randomly centered small balls and quantization in Banach spaces, A Gaussian correlation inequality and its applications to the existence of small ball constant.