Displaying similar documents to “Some properties of exponential integrals of Levy processes and examples.”

Small deviations of iterated processes in the space of trajectories

Andrei Frolov (2013)

Open Mathematics

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We derive logarithmic asymptotics of probabilities of small deviations for iterated processes in the space of trajectories. We find conditions under which these asymptotics coincide with those of processes generating iterated processes. When these conditions fail the asymptotics are quite different.