On the positive correlations in Wiener space via fractional calculus (Q3003200)
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scientific article; zbMATH DE number 5899832
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| English | On the positive correlations in Wiener space via fractional calculus |
scientific article; zbMATH DE number 5899832 |
Statements
25 May 2011
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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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0.9955787062644958
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0.9789919853210448
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0.7821071743965149
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0.7672811150550842
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0.7672811150550842
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