Small ball probabilities of fractional Brownian sheets via fractional integration operators

Journal of Theoretical Probability

Volumn 15, Issue 3, 2002, Pages 589-612

  Belinsky, Eduard ^a   Linde, Werner ^b  

^a UNIVERSITY OF THE WEST INDIES   (Jamaica)

^b FRIEDRICH SCHILLER UNIVERSITY JENA   (Germany)

Author keywords

Entropy numbers; Fractional Brownian motion; Fractional integration; Kolmogorov numbers; Small ball behaviour

Indexed keywords

EID: 0141688191     PISSN: 08949840     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1016263614257     Document Type: Article

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