How to cite item

Small deviations for time-changed Brownian motions and applications to second-order chaos

   
@article{EJP2993,
	author = {Daniel Dobbs and Tai Melcher},
	title = {Small deviations for time-changed Brownian motions and applications to second-order chaos},
	journal = {Electron. J. Probab.},
	fjournal = {Electronic Journal of Probability},
	volume = {19},
	year = {2014},
	keywords = {Small deviations; homogeneous chaos},
	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.},
	pages = {no. 84, 1-23},
	issn = {1083-6489},
	doi = {10.1214/EJP.v19-2993},    
        url = {http://ejp.ejpecp.org/article/view/2993}}