Smoothness of densities for area-like processes of fractional Brownian motion
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Publication:1939560
DOI10.1007/s00440-011-0389-9zbMath1268.60080arXiv1010.3047OpenAlexW2089869947MaRDI QIDQ1939560
Publication date: 4 March 2013
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1010.3047
Fractional processes, including fractional Brownian motion (60G22) Stochastic calculus of variations and the Malliavin calculus (60H07)
Related Items (2)
Malliavin differentiability of solutions of rough differential equations ⋮ ASYMPTOTIC EXPANSION OF THE DENSITY FOR HYPOELLIPTIC ROUGH DIFFERENTIAL EQUATION
Cites Work
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