Small deviations for fractional stable processes
Mikhail Lifshits; Thomas Simon
Annales de l'I.H.P. Probabilités et statistiques (2005)
- Volume: 41, Issue: 4, page 725-752
- ISSN: 0246-0203
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topLifshits, Mikhail, and Simon, Thomas. "Small deviations for fractional stable processes." Annales de l'I.H.P. Probabilités et statistiques 41.4 (2005): 725-752. <http://eudml.org/doc/77864>.
@article{Lifshits2005,
author = {Lifshits, Mikhail, Simon, Thomas},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {Fractional Brownian motion; Gaussian process; Linear fractional stable motion; Riemann-Liouville process; Small ball constants; Small ball probabilities; Wavelets},
language = {eng},
number = {4},
pages = {725-752},
publisher = {Elsevier},
title = {Small deviations for fractional stable processes},
url = {http://eudml.org/doc/77864},
volume = {41},
year = {2005},
}
TY - JOUR
AU - Lifshits, Mikhail
AU - Simon, Thomas
TI - Small deviations for fractional stable processes
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 2005
PB - Elsevier
VL - 41
IS - 4
SP - 725
EP - 752
LA - eng
KW - Fractional Brownian motion; Gaussian process; Linear fractional stable motion; Riemann-Liouville process; Small ball constants; Small ball probabilities; Wavelets
UR - http://eudml.org/doc/77864
ER -
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