On the positive correlations in Wiener space via fractional calculus (Q2884141)
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scientific article; zbMATH DE number 6038468
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| English | On the positive correlations in Wiener space via fractional calculus |
scientific article; zbMATH DE number 6038468 |
Statements
24 May 2012
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Wiener space
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positive correlations
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Malliavin calculus
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Clark formula
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FKG inequality
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fractional Brownian motion
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On the positive correlations in Wiener space via fractional calculus (English)
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0.9955787062644958
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0.9797542691230774
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0.7790864706039429
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0.7651244401931763
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