Smoothness of the law of the supremum of the fractional Brownian motion (Q1768205)
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scientific article; zbMATH DE number 2145762
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| English | Smoothness of the law of the supremum of the fractional Brownian motion |
scientific article; zbMATH DE number 2145762 |
Statements
Smoothness of the law of the supremum of the fractional Brownian motion (English)
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14 March 2005
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Malliavin calculus
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fractional Brownian motion
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fractional calculus
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0.8130043148994446
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0.8069003820419312
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0.8011383414268494
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0.7833630442619324
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0.782729983329773
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