{"entities":{"Q2901959":{"pageid":2912684,"ns":120,"title":"Item:Q2901959","lastrevid":58064424,"modified":"2026-04-03T16:11:22Z","type":"item","id":"Q2901959","labels":{"en":{"language":"en","value":"White noise based stochastic calculus associated with a class of Gaussian processes"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6062453"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2901959$4D31A435-E6F0-4337-9AF4-75E66AB48291","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"a3cbceaade39db67e2a8d8fffe38818a456266e9","datavalue":{"value":{"text":"White noise based stochastic calculus associated with a class of Gaussian processes","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q2901959$63C221A0-55BC-4D88-BE47-FD420A5957CC","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"7599e7f338580a6a4c7155bb726acc42929ee398","datavalue":{"value":"1255.60117","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2901959$B6431B55-53DD-4B3C-BA53-F4EE6B016A93","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"2bef82c625c77852a3442c406703981f852f38ee","datavalue":{"value":{"entity-type":"item","numeric-id":981012,"id":"Q981012"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2901959$735B54DF-3F7C-4661-8AC5-A79211D9AA1D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"108c2580ba2b5c83c19d2888ff05bd512d41226c","datavalue":{"value":{"entity-type":"item","numeric-id":642516,"id":"Q642516"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2901959$28C2508E-BA52-4C6C-AA39-BCB54D4856B5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"9b8f98f36c7c5cca159d095035aa3f561784fb77","datavalue":{"value":{"entity-type":"item","numeric-id":231047,"id":"Q231047"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2901959$AA0A42AE-FCF9-48EE-A17D-8AAFB937B5BF","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"9f54a5f1c180dd38f4dc95234192534539700662","datavalue":{"value":{"entity-type":"item","numeric-id":2805254,"id":"Q2805254"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2901959$A929FBF2-7A66-4CBC-BA2C-AE403941680A","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"6c7ad691786690cf86127845d28cf47311748286","datavalue":{"value":{"time":"+2012-07-31T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q2901959$1549CA16-AAE0-44C8-B066-610BB9A0294C","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"79ef99673fd29619f8f63455a8abe4a3c246965a","datavalue":{"value":"https://arxiv.org/abs/1008.0186","type":"string"},"datatype":"url"},"type":"statement","id":"Q2901959$E220B8D4-0617-44B2-B6D5-EFDFBE234587","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"13227aa1228d81cc7284d49390a45a3a81983034","datavalue":{"value":"60H40","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2901959$520682BD-8017-42B9-9410-E1EC9DE14D28","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"da30627b99013aa4f6027a3ecc134350da7269ea","datavalue":{"value":"60H05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2901959$43DD4988-241D-4677-91E8-371B5D460581","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"4b978504a5c4d5430fb07dd32ac0a7eb03b398b9","datavalue":{"value":"60G15","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2901959$F983FD47-CC3B-4BF1-B47A-E5D0C060C6EF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"a45c41232c6931f169bb879be71dd4b7ad0aa1d2","datavalue":{"value":"60G22","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2901959$1A3D45BF-AD00-4747-9993-B577CE9755CD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"f56763ee31d02e8d0de6a319408bf4c05dc45943","datavalue":{"value":"46A11","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2901959$E4EB93D3-3274-4B70-8B2F-1774A4BD0C54","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"ed56cae1047f1f163acbbab178364f3958106956","datavalue":{"value":"6062453","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2901959$94F468CE-B0A0-4299-9262-C4AA62635DFF","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"9973e6723f1e155d158a07966e30aecdec933e95","datavalue":{"value":"white noise space","type":"string"},"datatype":"string"},"type":"statement","id":"Q2901959$14772D2A-6C94-4C1F-B24C-330A71CF464D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"8405548481383dac92b88b089f93fcd4e4201764","datavalue":{"value":"Wick product","type":"string"},"datatype":"string"},"type":"statement","id":"Q2901959$67AFFF2A-7A00-4CF8-94A4-7F87C4F68E78","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"790e37f93cb8e60308d4f3e5251c7e8709ba6e37","datavalue":{"value":"stochastic integrals","type":"string"},"datatype":"string"},"type":"statement","id":"Q2901959$4C781C34-2288-422A-85D4-875CB3827BFA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"966db26594221093ae08bf0043ea4d3322f3db91","datavalue":{"value":"Gaussian processes","type":"string"},"datatype":"string"},"type":"statement","id":"Q2901959$CA8A89A4-20E5-44E4-AA12-6D5D0ABAF350","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"6104b506fd9dfe9cd407b9168f4b3a0909435c3e","datavalue":{"value":"Riemannian sums","type":"string"},"datatype":"string"},"type":"statement","id":"Q2901959$53CF73A1-F4C0-4C1F-90D3-5496267BE712","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"2538e5997007b35be87994f8b0e1c499baa6c19a","datavalue":{"value":"It\u00f4 formula","type":"string"},"datatype":"string"},"type":"statement","id":"Q2901959$03253444-5A70-4483-B1A8-B18F7E8BEBB2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"9745e4e8bd0fb1a3473441f639f10960112d93af","datavalue":{"value":"Kondratiev stochastic distribution","type":"string"},"datatype":"string"},"type":"statement","id":"Q2901959$A053BDEB-BA96-40A2-A8AD-FA306F64A3DD","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2901959$200D3E5B-09AD-4FC1-B002-DA9DBB12AD33","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"466bccc9dc008709d02a870334312a7ad584d014","datavalue":{"value":"10.7494/OPMATH.2012.32.3.401","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2901959$350B5ED9-BA54-46D5-AEC7-705CAB45F072","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"3af414a82129d0737b72218af109173275e98e2b","datavalue":{"value":{"entity-type":"item","numeric-id":5937955,"id":"Q5937955"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"404d3143dc154fb53afdc9dafe86c126a8789db2","datavalue":{"value":{"amount":"+0.9306232","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2901959$F97EEDF7-01B0-4DEF-A360-CAE67B526EED","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"334a94933cfd5cc4d35ad10f70a22859de8de259","datavalue":{"value":{"entity-type":"item","numeric-id":3595908,"id":"Q3595908"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"3f43035f3ce54710ef252228b4a8f3b253c3749e","datavalue":{"value":{"amount":"+0.92995304","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2901959$81981A65-0B97-4477-9F47-6E65D1E1C6D0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"a5db28f5130db21c22eed9f27c0ec7bba8909aa3","datavalue":{"value":{"entity-type":"item","numeric-id":3972882,"id":"Q3972882"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"8df48cd399d344b57a5b187fbbfdc4d7444c4d83","datavalue":{"value":{"amount":"+0.9247488","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2901959$EB18ACC0-CAEB-4F45-99E1-6D418261F6F3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"04c417711abd9f48830d0820e76c0b46339d268f","datavalue":{"value":{"entity-type":"item","numeric-id":579746,"id":"Q579746"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"cdb846b510f6f05b38f148b69c5b7f28c0e9ef09","datavalue":{"value":{"amount":"+0.9225792","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2901959$347209E2-71B1-41D7-9382-EDD842B2BA84","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"e0407c50267edff68aca12c9453680eda3380e3f","datavalue":{"value":{"entity-type":"item","numeric-id":4764540,"id":"Q4764540"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"72d33816ffaf4bf44ddacf3cbfbeb388aec6a601","datavalue":{"value":{"amount":"+0.9221125","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2901959$6BD0A1E4-2F1E-48F6-88FF-C3FE9AC6A23E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"b03c2244cb8906743b394f264b9efd431c06e107","datavalue":{"value":{"entity-type":"item","numeric-id":2875258,"id":"Q2875258"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"d5d5d7f9c558a88d2583661980a7f84bd1c088ea","datavalue":{"value":{"amount":"+0.91963243","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2901959$42A8F164-5604-4A3F-B575-1BE29A587A2F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"01f3edb3a615a55933783153a0ab3ed1bf130654","datavalue":{"value":{"entity-type":"item","numeric-id":341449,"id":"Q341449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"e65d685dd4b8be502a2fe1f3da265e58ce058baa","datavalue":{"value":{"amount":"+0.91858625","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2901959$A6DBCE5D-F55F-4E93-BAD3-0F65D67BF5B2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"fd7711776431d36a0f7ba611ebbbcb5fa9a1ea8c","datavalue":{"value":{"entity-type":"item","numeric-id":4543009,"id":"Q4543009"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"2deb24af3f4f8ece0b9c6616fd79ae984ce0601f","datavalue":{"value":{"amount":"+0.9092131","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2901959$C8BEE509-C724-4149-9DD7-C18EF4303B93","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"4fa45b8d46e9b6b2a1a7b94d45d4a291ac2590eb","datavalue":{"value":{"entity-type":"item","numeric-id":4698313,"id":"Q4698313"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"da2dc771fd0d3e6d7560c2d799bb7c093f8ffaf7","datavalue":{"value":{"amount":"+0.90812105","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2901959$EF171B5B-4294-4BA7-A4D8-5356216FA2D2","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"452c2e20ec2e8caf5ca93ff2fa72e37f4a373b63","datavalue":{"value":"The purpose is to define a stochastic integral and integrating processes taking values in some space of stochastic distributions, namely the so-called Kondratiev space \\(S_{-1}\\); as integrator some Gaussian process \\(X_n(t)\\) having stationary increments is taken (\\(X_n\\) can be a fractional Brownian motion, for example).NEWLINENEWLINE The so-called Vage inequality allows to extend continuously the Wick product (defined for Hermite polynomials \\(H_\\alpha\\) by \\(H_\\alpha\\diamondsuit H_\\beta:= H_{\\alpha+\\beta}\\)) to Kondratiev stochastic distributions, to which the distributional derivative \\(X_m'(t)\\) pertains.NEWLINENEWLINE Therefore, the authors can define an It\u00f4-Skorokhod-like stochastic integral as \\(\\int^t_0 Y(t)\\diamondsuit dX_m(t)\\). Then, they show that such Wick integral is also the \\(S_{-1}\\)-limit of the Riemannian sums \\(\\sum_i Y(t_i)(X_m(t_{i+1})- X_m(t_i))\\), and, finally, they prove that the following It\u00f4 formula holds almost surely NEWLINE\\[NEWLINEdf(X_m(t))= f'(X_m(t))\\diamondsuit dX_m(t)+ {1\\over 2} f''(X_m(t))\\,dr(t),NEWLINE\\]NEWLINE where \\(r(t)\\) denotes the L\u00e9vy-Khintchine function associated to the covariance function of \\(X_m(t)\\).","type":"string"},"datatype":"string"},"type":"statement","id":"Q2901959$C9ED33DC-E003-42BE-BE66-8556A2CE4195","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"afd9d387d5b495e8550df0b9214728717d6de8b5","datavalue":{"value":{"entity-type":"item","numeric-id":177306,"id":"Q177306"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2901959$5315F495-1B8B-45F5-9082-43B43A08390C","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:2901959","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:2901959"}}}}}