A note on small ball probability of a Gaussian process with stationary increments
10.1007/BF01066719
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sg-nus-scholar.10635-1027112015-02-19T04:54:03Z A note on small ball probability of a Gaussian process with stationary increments Shao, Q.-M. MATHEMATICS fractional Wiener process Gaussian process Small ball probability 10.1007/BF01066719 Journal of Theoretical Probability 6 3 595-602 2014-10-28T02:28:51Z 2014-10-28T02:28:51Z 1993-07 Article Shao, Q.-M. (1993-07). A note on small ball probability of a Gaussian process with stationary increments. Journal of Theoretical Probability 6 (3) : 595-602. ScholarBank@NUS Repository. <a href="https://doi.org/10.1007/BF01066719" target="_blank">https://doi.org/10.1007/BF01066719</a> 08949840 http://scholarbank.nus.edu.sg/handle/10635/102711 NOT_IN_WOS Scopus |
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National University of Singapore |
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NUS Library |
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Singapore |
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| topic |
fractional Wiener process Gaussian process Small ball probability |
| spellingShingle |
fractional Wiener process Gaussian process Small ball probability Shao, Q.-M. A note on small ball probability of a Gaussian process with stationary increments |
| description |
10.1007/BF01066719 |
| author2 |
MATHEMATICS |
| author_facet |
MATHEMATICS Shao, Q.-M. |
| format |
Article |
| author |
Shao, Q.-M. |
| author_sort |
Shao, Q.-M. |
| title |
A note on small ball probability of a Gaussian process with stationary increments |
| title_short |
A note on small ball probability of a Gaussian process with stationary increments |
| title_full |
A note on small ball probability of a Gaussian process with stationary increments |
| title_fullStr |
A note on small ball probability of a Gaussian process with stationary increments |
| title_full_unstemmed |
A note on small ball probability of a Gaussian process with stationary increments |
| title_sort |
note on small ball probability of a gaussian process with stationary increments |
| publishDate |
2014 |
| url |
http://scholarbank.nus.edu.sg/handle/10635/102711 |
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1681092787547668480 |