Exact Small Ball Constants for Some Gaussian Processes under the L2-Norm

By Luisa Beghin, Yakov Yu. Nikitin, Enzo Orsingher. 2005

48 citations recorded by the source corpus.

Subfields: Finance, Management Science and Operations Research, Mathematical Physics

View Paper: https://www.semanticscholar.org/paper/d34eb03a2e5fb125707519d32100483b0b16c4f1

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Finance

1. Alexander I. Nazarov
2. Yakov Yu. Nikitin

In Management Science and Operations Research

1. Alexander I. Nazarov
2. Yakov Yu. Nikitin

In Mathematical Physics

1. Alexander I. Nazarov
2. Yakov Yu. Nikitin
3. Ian Wood

Citations in the corpus

• Exact L2-small ball behavior of integrated Gaussian processes and spectral asymptotics of boundary value problems (2004, methodology): “This technique was already used in [ 17 ] for various one time integrated processes.”