Smoothness of the law of the supremum of the fractional Brownian motion.

Lanjri Zadi, Noureddine, and Nualart, David. "Smoothness of the law of the supremum of the fractional Brownian motion.." Electronic Communications in Probability [electronic only] 8 (2003): 102-111. <http://eudml.org/doc/124516>.

@article{LanjriZadi2003,
author = {Lanjri Zadi, Noureddine, Nualart, David},
journal = {Electronic Communications in Probability [electronic only]},
keywords = {Malliavin calculus; fractional Brownian motion; fractional calculus},
language = {eng},
pages = {102-111},
publisher = {University of Washington},
title = {Smoothness of the law of the supremum of the fractional Brownian motion.},
url = {http://eudml.org/doc/124516},
volume = {8},
year = {2003},
}

TY - JOUR
AU - Lanjri Zadi, Noureddine
AU - Nualart, David
TI - Smoothness of the law of the supremum of the fractional Brownian motion.
JO - Electronic Communications in Probability [electronic only]
PY - 2003
PB - University of Washington
VL - 8
SP - 102
EP - 111
LA - eng
KW - Malliavin calculus; fractional Brownian motion; fractional calculus
UR - http://eudml.org/doc/124516
ER -