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

Lanjri Zadi, Noureddine; Nualart, David

Electronic Communications in Probability [electronic only] (2003)

- Volume: 8, page 102-111
- ISSN: 1083-589X

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topLanjri 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 -

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