On the positive correlations in Wiener space via fractional calculus

zbMATH Open1234.60020MaRDI QIDQ3003200FDOQ3003200

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

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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)

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

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