# On the small deviation problem for some iterated processes.

Aurzada, Frank; Lifshits, Mikhail

Electronic Journal of Probability [electronic only] (2009)

- Volume: 14, page 1992-2010
- ISSN: 1083-589X

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topAurzada, Frank, and Lifshits, Mikhail. "On the small deviation problem for some iterated processes.." Electronic Journal of Probability [electronic only] 14 (2009): 1992-2010. <http://eudml.org/doc/225527>.

@article{Aurzada2009,

author = {Aurzada, Frank, Lifshits, Mikhail},

journal = {Electronic Journal of Probability [electronic only]},

keywords = {small deviations; small ball problem; iterated Brownian motion; iterated fractional Brownian motion; iterated process; local time},

language = {eng},

pages = {1992-2010},

publisher = {University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham},

title = {On the small deviation problem for some iterated processes.},

url = {http://eudml.org/doc/225527},

volume = {14},

year = {2009},

}

TY - JOUR

AU - Aurzada, Frank

AU - Lifshits, Mikhail

TI - On the small deviation problem for some iterated processes.

JO - Electronic Journal of Probability [electronic only]

PY - 2009

PB - University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham

VL - 14

SP - 1992

EP - 2010

LA - eng

KW - small deviations; small ball problem; iterated Brownian motion; iterated fractional Brownian motion; iterated process; local time

UR - http://eudml.org/doc/225527

ER -

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