We investigate Riemann–Liouville processes RH ,H > 0, and fractional Brownian motions BH , 0 < H < 1, and study their small deviation properties in the spaces Lq([0, 1], μ). Of special interest are hereby thin (fractal) measures μ, i.e., those which are singular with respect to the Lebesgue measure. We describe the behavior of small deviation probabilities by numerical quantities of μ, called m...