Abstract
We find exact small deviation asymptotics with respect to a weighted Hilbert norm for some well-known Gaussian processes. Our approach does not require knowledge of the eigenfunctions of the covariance operator of a weighted process. Such a peculiarity of the method makes it possible to generalize many previous results in this area. We also obtain new relations connected to exact small deviation asymptotics for a Brownian excursion, a Brownian meander, and Bessel processes and bridges.
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