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- W2096596739 abstract "This note is devoted to prove that the supremum of a fractional Brownian motion with Hurst parameter $Hin left( 0,1right)$ has an infinitely differentiable density on $left( 0,infty right)$. The proof of this result is based on the techniques of the Malliavin calculus." @default.
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- W2096596739 date "2003-01-01" @default.
- W2096596739 modified "2023-09-23" @default.
- W2096596739 title "Smoothness of the law of the supremum of the fractional Brownian motion" @default.
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- W2096596739 doi "https://doi.org/10.1214/ecp.v8-1079" @default.
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