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Exact small ball asymptotics in weighted L 2-norm for some Gaussian processes

  • A. I. Nazarov
  • R. S. Pusev
Article

We find the exact small ball asymptotics under weighted L 2-norm for a wide class of Gaussian processes which generate boundary-value problems for ordinary differential equations. Sharp constants in the asymptotics are derived for a number of processes connected with special functions. Bibliography: 23 titles.

Keywords

Russia Differential Equation Ordinary Differential Equation Special Function Bessel Function 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media, Inc. 2009

Authors and Affiliations

  1. 1.St. Petersburg State UniversitySt. PetersburgRussia

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