A class of Gaussian processes with fractional spectral measures (Q642517): Difference between revisions
From MaRDI portal
Removed claims |
Changed an Item |
||
Property / author | |||
Property / author: Palle E. T. Jorgensen / rank | |||
Normal rank | |||
Property / reviewed by | |||
Property / reviewed by: Georgiy M. Shevchenko / rank | |||
Normal rank |
Revision as of 16:08, 10 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A class of Gaussian processes with fractional spectral measures |
scientific article |
Statements
A class of Gaussian processes with fractional spectral measures (English)
0 references
27 October 2011
0 references
This paper is devoted to integrated stationary Gaussian processes. In first nine parts of the paper, the authors give a useful overview of known results of white noise calculus and stochastic integration with respect to such processes and about self-similar measures. In the last part they discuss how these results may be generalized to processes with singular spectral measures and what difficulties arise when dealing with such generalizations.
0 references
Gaussian process
0 references
stationary process
0 references
white noise
0 references
singular measure
0 references