Small deviations for fractional stable processes

Annales de l'institut Henri Poincare (B) Probability and Statistics

Volumn 41, Issue 4, 2005, Pages 725-752

  Lifshits, Mikhail ^a,b   Simon, Thomas ^c  

^a ST PETERSBURG STATE UNIVERSITY   (Russian Federation)

^b UNIV LILLE   (France)

^c UNIVERSITÉ D EVRY VAL D ESSONNE   (France)

Author keywords

Fractional Brownian motion; Gaussian process; Linear fractional stable motion; Riemann Liouville process; Small ball constants; Small ball probabilities; Small deviations; Stable process; Wavelets

Indexed keywords

EID: 19344365741     PISSN: 02460203     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.anihpb.2004.05.004     Document Type: Article

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