White noise based stochastic calculus associated with a class of Gaussian processes (Q2901959)

From MaRDI portal
scientific article
Language Label Description Also known as
English
White noise based stochastic calculus associated with a class of Gaussian processes
scientific article

    Statements

    White noise based stochastic calculus associated with a class of Gaussian processes (English)
    0 references
    0 references
    0 references
    0 references
    31 July 2012
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    white noise space
    0 references
    Wick product
    0 references
    stochastic integrals
    0 references
    Gaussian processes
    0 references
    Riemannian sums
    0 references
    Itô formula
    0 references
    Kondratiev stochastic distribution
    0 references
    0 references