Quadratic functionals and small ball probabilities for the m-fold integrated brownian motion

Annals of Probability

Volumn 31, Issue 2, 2003, Pages 1052-1077

  Chen, Xia ^a   Li, Wenbo V ^b  

^a UNIVERSITY OF TENNESSEE   (United States)

^b UNIVERSITY OF DELAWARE   (United States)

Author keywords

M fold integrated Brownian motion; Principal eigenvalues; Quadratic functionals; Small ball probabilities

Indexed keywords

EID: 0038076079     PISSN: 00911798     EISSN: None     Source Type: Journal    
DOI: 10.1214/aop/1048516545     Document Type: Article

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