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On the small deviation problem for some iterated processes

   
@article{EJP689,
	author = {Frank Aurzada and Mikhail Lifshits},
	title = {On the small deviation problem for some iterated processes},
	journal = {Electron. J. Probab.},
	fjournal = {Electronic Journal of Probability},
	volume = {14},
	year = {2009},
	keywords = {small deviations; small ball problem; iterated Brownian motion; iterated fractional Brownian motion; iterated process; local time},
	abstract = {We derive general results on the small deviation behavior for some classes of iterated processes. This allows us, in particular, to calculate the rate of the small deviations for n-iterated Brownian motions and, more generally, for the iteration of n fractional Brownian motions. We also give a new and correct proof of some results in E. Nane, Electron. J. Probab. 11 (2006), no. 18, 434--459.},
	pages = {no. 68, 1992-2010},
	issn = {1083-6489},
	doi = {10.1214/EJP.v14-689},    
        url = {http://ejp.ejpecp.org/article/view/689}}