The PDF file you selected should load here if your Web browser has a PDF reader plug-in installed (for example, a recent version of Adobe Acrobat Reader).

Alternatively, you can also download the PDF file directly to your computer, from where it can be opened using a PDF reader. To download the PDF, click the Download link below.

If you would like more information about how to print, save, and work with PDFs, Highwire Press provides a helpful Frequently Asked Questions about PDFs.

Download this PDF file Fullscreen Fullscreen Off

References

    1. Albramowitz, A.  and Stegun, S.  (1979), Handbook of Mathematical Functions, Nauka, Moskow. MR 81j:00014
    2. Airault, H. and Malliavin, P. (1988), Integration géometrique sur l'espace de Wiener, Bull. Sci. Math. 112, 3-52.  MR 89f:60072
    3. Alòs, E. and Nualart, D. (2003),  Stochastic calculus with respect to the fractional Brownian motion, Stochastics and Stochastics Reports 75, 129-152. Math. Review number not available.
    4. Decreusefond, L. and Üstünel, A.S. (1998), Stochastic analysis of the fractional Brownian motion, Potential Anal. 10, 177-214.  MR 2000b:60133
    5. Florit, C. and Nualart, D. (1995),  A local criterion for smoothness of densities and application to the supremum of the Brownian sheet, Statistics and Probability Letters, 22, 25-31.  MR 96d:60081
    6. Garsia, A., Rodemich, E. and Rumsey, H. (1970/71), A real variable lemma and the continuity of paths of some Gaussian processes, Indiana Univ. Math. Journal, 20, 565-578.  MR 42#2534
    7. Nualart, D. (1995), The Malliavin calculus and related topics, Springer Verlag.  MR 96k:60130
    8. Samko, S. G., Kilbas, A.A. and Mariachev, O. I. (1993), Fractional integrals and derivatives, Gordon and Breach Sience.  MR 96d:26012
    9. Vives, J. and Nualart, D. (1988), Continuité absolue de la loi du maximum d'un processus continu, C. R. Acad. Sci. Paris, 307, 349-354.  MR 89i:60082

    10.  


Creative Commons License
This work is licensed under a Creative Commons Attribution 3.0 License.