Small deviations for fractional stable processes

Let R be a symmetric a-stable Riemann-Liouville process with Hurst parameter H > 0. Consider ||.|| a translation invariant, b-self-similar, and p-pseudo-additive functional semi-norm. We show that if H > (b + 1/p) and c = (H - b - 1/p), then x log P [ log ||R|| - k 0, with k finite in the Gaussian case a = 2. If a < 2, we prove that k is finite when R is continuous and H > (b + 1/p + 1/a). We also show that under the above assumptions, x log P [ log ||X|| - k 0, where k is finite and X is the linear a-stable fractional motion with Hurst parameter 0 < H < 1 (if a = 2, then X is the classical fractional Brownian motion). These general results recover many cases previously studied in the literature, and also prove the existence of new small deviation constants, both in Gaussian and Non-Gaussian frameworks.Comment: 30 page

Small deviations of weighted fractional processes and average non-linear approximation

We investigate the small deviation problem for weighted fractional Brownian motions in Lq–norm, 1 ≤ q ≤∞.LetBHbea fractional Brownian motion with Hurst index 0 &lt;H&lt;1. If 1/r: = H +1/q, then our main result asserts lim ε→0 ε1/H ����ρB H log