Small ball probabilities for Gaussian Markov processes under the Lp -norm

Stochastic Processes and their Applications

Volumn 92, Issue 1, 2001, Pages 87-102

  V Li, Wenbo ^a  

^a UNIVERSITY OF DELAWARE   (United States)

Author keywords

60J25; Brownian motion; Gaussian Markov processes; Primary: 60G15; Secondary: 60J65; Small ball probabilities

Indexed keywords

EID: 0038771537     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4149(00)00072-7     Document Type: Article

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