BV-regularity for the Malliavin derivative of the maximum of the Wiener process (Q742992)
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scientific article; zbMATH DE number 6346878
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| English | BV-regularity for the Malliavin derivative of the maximum of the Wiener process |
scientific article; zbMATH DE number 6346878 |
Statements
BV-regularity for the Malliavin derivative of the maximum of the Wiener process (English)
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22 September 2014
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Malliavin calculus
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Wiener process
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BV functions
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0.7441877722740173
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0.7365273237228394
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0.7331933975219727
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0.7285594940185547
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