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- W1584561616 abstract "This paper establishes small ball probabilities for a class of time-changed processes X∘E, where X is a self-similar process and E is an independent continuous process, each with a certain small ball probability. In particular, examples of the outer process X and the time change E include an iterated fractional Brownian motion and the inverse of a general subordinator with infinite Lévy measure, respectively. The small ball probabilities of such time-changed processes show power law decay, and the rate of decay does not depend on the small deviation order of the outer process X, but on the self-similarity index of X." @default.
- W1584561616 created "2016-06-24" @default.
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- W1584561616 date "2016-03-01" @default.
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- W1584561616 title "Small ball probabilities for a class of time-changed self-similar processes" @default.
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- W1584561616 doi "https://doi.org/10.1016/j.spl.2015.12.024" @default.
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