Small ball probabilities for stable convolutions
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Cites work
- A Gaussian correlation inequality and its applications to small ball probabilities
- Approximation, metric entropy and small ball estimates for Gaussian measures
- Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
- Duality of metric entropy
- Existence of small ball constants for fractional Brownian motions
- Fractional Ornstein-Uhlenbeck Lévy processes and the telecom process: Upstairs and downstairs
- Fractional {O}rnstein-{U}hlenbeck processes
- scientific article; zbMATH DE number 438987 (Why is no real title available?)
- scientific article; zbMATH DE number 614990 (Why is no real title available?)
- scientific article; zbMATH DE number 5243846 (Why is no real title available?)
- scientific article; zbMATH DE number 962825 (Why is no real title available?)
- Long-memory stable {O}rnstein-{U}hlenbeck processes
- Metric entropy and the small ball problem for Gaussian measures
- On the First Exit Time of a Completely Asymmetric Stable Process from a Finite Interval
- Sample path properties of ergodic self-similar processes
- Small ball estimates for Brownian motion under a weighted sup-norm
- Small ball probabilities for Gaussian Markov processes under the \(L_p\)-norm.
- Small deviations for fractional stable processes
- Small deviations of stable processes via metric entropy
- Two results on continuity and boundedness of stochastic convolutions
Cited in
(8)- Small ball estimates in \(p\)-variation for stable processes
- Small deviations of stable processes via metric entropy
- Functional limit theorems for renewal shot noise processes with increasing response functions
- Small deviation probabilities of some stochastic processes.
- Small ball properties and representation results
- Small deviations of non-Gaussian processes
- Small deviations of stable processes and entropy of the associated random operators
- Small ball probabilities and large deviations for grey Brownian motion
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