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- W2129304848 abstract "We prove strong small deviations results for Brownian motion under independent time-changes satisfying their own asymptotic criteria. We then apply these results to certain stochastic integrals which are elements of second-order homogeneous chaos." @default.
- W2129304848 created "2016-06-24" @default.
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- W2129304848 date "2014-01-01" @default.
- W2129304848 modified "2023-10-17" @default.
- W2129304848 title "Small deviations for time-changed Brownian motions and applications to second-order chaos" @default.
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- W2129304848 doi "https://doi.org/10.1214/ejp.v19-2993" @default.
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