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math.PR2026
Small deviations for integrators in terms of Itô--Wiener expansions
Qingsong Wang, A. A. Dorogovtsev
In this paper, we investigate small deviations for a class of Gaussian processes, known as integrators. In general, such processes are non-Markovian and may even fail to be semimar…
math.PR2025
The Geometry of Gaussian Random Curves
Qingsong Wang, A. A. Dorogovtsev, K. V. Hlyniana +1
In this paper, we investigate some geometric properties of non-smooth random curves within a stochastic flow. We consider a polygonal line , whic…
math.PR2024
Hitting time for one class of Gaussian proccesses
Qingsong Wang, A. A. Dorogovtsev
In this paper we propose the method to find the hitting probabilities for Gaussian integrators. Using second quantization we obtain the sseries representation for such probabilitie…