Non-degeneracy of some Sobolev pseudo-norms of fractional Brownian motion (Q743058)
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scientific article; zbMATH DE number 6346933
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| English | Non-degeneracy of some Sobolev pseudo-norms of fractional Brownian motion |
scientific article; zbMATH DE number 6346933 |
Statements
Non-degeneracy of some Sobolev pseudo-norms of fractional Brownian motion (English)
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22 September 2014
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fractional Brownian motion
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Sobolev pseudo-norms
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non-degeneracy
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Malliavin calculus
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small ball probability
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