ASYMPTOTIC BEHAVIOR OF SMALL DEVIATIONS FOR BOGOLIUBOV'S GAUSSIAN MEASURE IN THE L-p NORM, 2 <= p <= infinity

作者：Fatalov V R^*

来源：Theoretical and Mathematical Physics, 2012, 173(3): 1720-1733.

DOI：10.1007/s11232-012-0143-1

• small deviation
• Bogoliubov measure
• conditional Wiener measure

We prove several results on exact asymptotic formulas for small deviations in the L-p-norm with 2 <= p <= infinity for Bogoliubov's stationary Gaussian process xi(t). We prove the property of mutual absolute continuity for the conditional Bogoliubov measure and the conditional Wiener measure and calculate the Radon-Nikodym derivative.

• 出版日期2012-12