Small ball probabilities and Chung's law of the iterated logarithm for Gaussian Volterra processes with power-type kernels

Mengxin Tong, Ran Wang, Qingshan Yang

Consider the Gaussian Volterra process introduced by Mishura and Shklyar \cite{MS22a,MS22b}, $$X(t)={\int }_0^t{r}^{\alpha }\left({\int }_r^t{u}^{\beta }(u-r{)}^{\gamma }du\right)d{W}_r,t\ge 0,$$ whe…