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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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 -

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