Smoothness of the law of the supremum of the fractional Brownian motion
type: Item
instance of: scholarly article
title: Smoothness of the law of the supremum of the fractional Brownian motion
zbMATH Open document ID: 1060.60057
author: Noureddine Lanjri Zadi
author: David Nualart
published in: Electronic Communications in Probability
publication date: 2005-03-14T00:00:00Z
full work available at URL: https://eudml.org/doc/124516
Mathematics Subject Classification ID: 60H07
Mathematics Subject Classification ID: 60G15
zbMATH DE Number: 2145762
zbMATH Keywords: Malliavin calculus
zbMATH Keywords: fractional Brownian motion
zbMATH Keywords: fractional calculus
MaRDI profile type: Publication
DOI: 10.1214/ECP.V8-1079
description: scientific article; zbMATH DE number 2145762