Smoothness of the law of the supremum of the fractional Brownian motion.
Lanjri Zadi, Noureddine ; Nualart, David
Electronic Communications in Probability [electronic only], Tome 8 (2003), p. 102-111 / Harvested from The Electronic Library of Mathematics
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Publié le : 2003-01-01
EUDML-ID : urn:eudml:doc:124516 
@article{02145762,
     title = {Smoothness of the law of the supremum of the fractional Brownian motion.},
     journal = {Electronic Communications in Probability [electronic only]},
     volume = {8},
     year = {2003},
     pages = {102-111},
     zbl = {1060.60057},
     language = {en},
     url = {http://dml.mathdoc.fr/item/02145762}
}

Lanjri Zadi, Noureddine; Nualart, David. Smoothness of the law of the supremum of the fractional Brownian motion.. Electronic Communications in Probability [electronic only], Tome 8 (2003) pp. 102-111. http://gdmltest.u-ga.fr/item/02145762/