Smoothness of the law of the supremum of the fractional Brownian motion (Q1768205)
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scientific article; zbMATH DE number 2145762
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Smoothness of the law of the supremum of the fractional Brownian motion |
scientific article; zbMATH DE number 2145762 |
Statements
Smoothness of the law of the supremum of the fractional Brownian motion (English)
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14 March 2005
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Malliavin calculus
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fractional Brownian motion
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fractional calculus
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