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Exact asymptotics of small deviations for a stationary Ornstein-Uhlenbeck process and some Gaussian diffusion processes in theLp-norm, 2 ≤p≤ ∞
V. R. FatalovVolume:
44
Language:
english
Pages:
18
DOI:
10.1134/s0032946008020063
Date:
June, 2008
File:
PDF, 532 KB
english, 2008