A class of Gaussian processes with fractional spectral measures (Q642517)
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English | A class of Gaussian processes with fractional spectral measures |
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A class of Gaussian processes with fractional spectral measures (English)
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27 October 2011
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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.
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Gaussian process
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stationary process
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white noise
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singular measure
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