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

  • A. I. Nazarov
  • R. S. Pusev

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.


Russia Differential Equation Ordinary Differential Equation Special Function Bessel Function 
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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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