Small Deviations for Gaussian Markov Processes under the Sup-Norm

Journal of Theoretical Probability

Volumn 12, Issue 4, 1999, Pages 971-984

  Li, Wenbo V ^a  

^a UNIVERSITY OF DELAWARE   (United States)

Author keywords

Brownian motion; Gaussian Markov processes; Small ball problem; Weighted norms

Indexed keywords

EID: 0033273817     PISSN: 08949840     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1021771503265     Document Type: Article

References (18)

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