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zbMath1234.60020MaRDI QIDQ3003200

Toufik Guendouzi

Publication date: 25 May 2011

Full work available at URL: http://www.m-hikari.com/imf-2010/61-64-2010/index.html

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

fractional Brownian motion Malliavin calculus FKG inequality Clark formula Wiener space positive correlations

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Stationary stochastic processes (60G10) Strong limit theorems (60F15) Diffusion processes (60J60) Stochastic calculus of variations and the Malliavin calculus (60H07) Foundations of stochastic processes (60G05)

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