On the positive correlations in Wiener space via fractional calculus

MaRDI QIDQ3003200zbMATH OpenFDO

Authors Toufik Guendouzi

Publication date 25 May 2011

Full work available at URL http://www.m-hikari.com/imf-2010/61-64-2010/index.html

zbMATH Keywords

Malliavin calculusfractional Brownian motionWiener spacepositive correlationsFKG inequalityClark formula

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Inequalities; stochastic orderings (60E15) Diffusion processes (60J60) Stationary stochastic processes (60G10) Strong limit theorems (60F15) Foundations of stochastic processes (60G05)

Recommendations

• On the positive correlations in Wiener space via fractional calculus
• On the positive correlations in Wiener space via fractional calculus
• Some covariance inequalities in Wiener space
• Covariance identities and inequalities for functionals on Wiener and Poisson spaces
• An introduction to analysis on Wiener space

Cited in

(4)

• On the positive correlations in Wiener space via fractional calculus
• On the positive correlations in Wiener space via fractional calculus
• FKG inequality on the Wiener space via predictable representation
• The total variation distance between two double Wiener-Itô integrals

This page was built for publication: On the positive correlations in Wiener space via fractional calculus

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3003200)