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Order estimate of functionals related to fractional Brownian motion - MaRDI portal

Order estimate of functionals related to fractional Brownian motion (Q6157010)

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scientific article; zbMATH DE number 7697551
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Order estimate of functionals related to fractional Brownian motion
scientific article; zbMATH DE number 7697551

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    Order estimate of functionals related to fractional Brownian motion (English)
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    19 June 2023
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    Malliavin calculus
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    fractional Brownian motion
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    multiple stochastic integral
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    exponent
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    weighted graph
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    Sobolev norm
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