Logarithmic L2-Small Ball Asymptotics for some Fractional Gaussian Processes (original) (raw)
Related papers
LAN property for some fractional type Brownian motion
Fabrice Gamboa, Jean-michel Loubes
Arxiv preprint arXiv: …, 2011
arXiv (Cornell University), 2023
On the Exponentials of Fractional Ornstein-Uhlenbeck Processes
Electronic Journal of Probability, 2009
Fractional Ornstein-Uhlenbeck Processes
2015
On fractional Ornstein-Uhlenbeck processes
2007
Small ball constants and tight eigenvalue asymptotics for fractional Brownian motions
Functional Limit Theorems for the Fractional Ornstein–Uhlenbeck Process
Journal of Theoretical Probability, 2020
Functional Limit Theorems for Multiparameter Fractional Brownian
2008
On Gaussian Processes Equivalent in Law to Fractional Brownian Motion
Journal of Theoretical Probability, 2004
Functional Limit Theorems for Multiparameter Fractional Brownian Motion
Journal of Theoretical Probability, 2006
Small Ball Probabilities of Fractional Brownian Sheets via Fractional Integration Operators
2002
On the Generalized Fractional Brownian Motion
Mathematical Models and Computer Simulations, 2018
A class of Gaussian processes with fractional spectral measures
Daniel Alpay, David Levanony, Palle Jorgensen
Journal of Functional Analysis, 2011
Fractional Processes with Long-range Dependence
2007
A Dynamical Approach to Fractional Brownian Motion
Fractals, 1994
On the Integral of the Fractional Brownian Motion and Some Pseudo-Fractional Gaussian Processes
Mathematics
Stochastic Analysis of Mixed Fractional Gaussian Processes
2018
Occupation Time Problem of Certain Self-similar Processes Related to the Fractional Brownian Motion
Communications on Stochastic Analysis
A version of Hörmander’s theorem for the fractional Brownian motion
2007
Occupation densities for certain processes related to fractional Brownian motion
Stochastics An International Journal of Probability and Stochastic Processes, 2010
Path Properties of a Generalized Fractional Brownian Motion
Journal of Theoretical Probability, 2021
Fractional iterated Ornstein-Uhlenbeck Processes
Latin American Journal of Probability and Mathematical Statistics
Small values of Gaussian processes and functional laws of the iterated logarithm
Probability Theory and Related Fields, 1995
The Annals of Probability, 2009
Time rescaling and Gaussian properties of the fractional Brownian motions
Il Nuovo Cimento B, 1981
Singularity functions for fractional processes: application to the fractional Brownian sheet
Annales de l'Institut Henri Poincare (B) Probability and Statistics, 2006
ALTERNATIVE FREQUENCY AND TIME DOMAIN VERSIONS OF FRACTIONAL BROWNIAN MOTION
Econometric Theory, 2008