Displaying similar documents to “Small deviations for fractional stable processes”

Small ball probabilities for stable convolutions

Frank Aurzada, Thomas Simon (2007)

ESAIM: Probability and Statistics

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We investigate the small deviations under various norms for stable processes defined by the convolution of a smooth function f : ] 0 , + ∞ [ → ℝ with a real Lévy process. We show that the small ball exponent is uniquely determined by the norm and by the behaviour of at zero, which extends the results of Lifshits and Simon, (2005) 725–752 where this was proved for being a power function (Riemann-Liouville processes). In the Gaussian case, the same generality as Lifshits and Simon,...