On the small deviation problem for some iterated processes.

Aurzada, 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 -