BV-regularity for the Malliavin derivative of the maximum of the Wiener process (Q742992): Difference between revisions
From MaRDI portal
Created claim: Wikidata QID (P12): Q62043499, #quickstatements; #temporary_batch_1709751086066 |
Changed an Item |
||
Property / arXiv ID | |||
Property / arXiv ID: 1301.1199 / rank | |||
Normal rank |
Latest revision as of 17:38, 18 April 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | BV-regularity for the Malliavin derivative of the maximum of the Wiener process |
scientific article |
Statements
BV-regularity for the Malliavin derivative of the maximum of the Wiener process (English)
0 references
22 September 2014
0 references
Malliavin calculus
0 references
Wiener process
0 references
BV functions
0 references