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On the positive correlations in Wiener space via fractional calculus - MaRDI portal

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On the positive correlations in Wiener space via fractional calculus (Q2884141)

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scientific article; zbMATH DE number 6038468
Language Label Description Also known as
English
On the positive correlations in Wiener space via fractional calculus
scientific article; zbMATH DE number 6038468

    Statements

    author
    Toufik Guendouzi
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    publication date
    24 May 2012
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    zbMATH Keywords
    Wiener space
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    positive correlations
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    Malliavin calculus
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    Clark formula
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    FKG inequality
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    fractional Brownian motion
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    title
    On the positive correlations in Wiener space via fractional calculus (English)
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    Identifiers

    zbMATH DE Number
    6038468
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