On Lévy's Brownian motion and white noise space on the circle

DOI10.1016/J.SPL.2021.109041zbMATH Open1477.60060OpenAlexW3120249297MaRDI QIDQ2658014FDOQ2658014

Authors: Chunfeng Huang, Ao Li 

Publication date: 18 March 2021

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2021.109041

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zbMATH Keywords

Brownian bridgegeneralized random processGel'fand triple

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Brownian motion (60J65) Nonlinear processes (e.g., (G)-Brownian motion, (G)-Lévy processes) (60G65)

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Cited In (4)

• Stationary jump processes for planar directions obtained by wrapping
• Is the Brownian bridge a good noise model on the boundary of a circle?
• The Brownian cocycle of degree two as white noise on the straight lines of the space.
• A Note on Lévy’s Brownian motion

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