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BV-regularity for the Malliavin derivative of the maximum of the Wiener process - MaRDI portal

BV-regularity for the Malliavin derivative of the maximum of the Wiener process (Q742992)

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BV-regularity for the Malliavin derivative of the maximum of the Wiener process
scientific article

    Statements

    title
    BV-regularity for the Malliavin derivative of the maximum of the Wiener process (English)
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    author
    Dario Trevisan
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    publication date
    22 September 2014
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    zbMATH Keywords
    Malliavin calculus
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    Wiener process
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    BV functions
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    Identifiers

    DOI
    10.1214/ECP.v18-2314
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    Mathematics Subject Classification ID
    60H07
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    28C20
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    26B30
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    zbMATH DE Number
    6346878
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    Wikidata QID
    Q62043499
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    arXiv ID
    1301.1199
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