Please use this identifier to cite or link to this item: https://doi.org/10.1007/BF01066719
Title: A note on small ball probability of a Gaussian process with stationary increments
Authors: Shao, Q.-M. 
Keywords: fractional Wiener process
Gaussian process
Small ball probability
Issue Date: Jul-1993
Citation: 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. https://doi.org/10.1007/BF01066719
Abstract: Let {X(t), 0≤t≤1} be a Gaussian process with mean zero and stationary increments. Let σ2(h) =EX2(h) be nondecreasing and concave on (0,1). A sharp bound on the small ball probability of X(·) is given in this paper. © 1993 Plenum Publishing Corporation.
Source Title: Journal of Theoretical Probability
URI: http://scholarbank.nus.edu.sg/handle/10635/102711
ISSN: 08949840
DOI: 10.1007/BF01066719
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