A white noise analysis of Volterra processes

DOI10.1142/S2010194515600058MaRDI QIDQ2803670zbMATH OpenFDO

Authors H. P. Suryawan

Publication date 2 May 2016

Published in International Journal of Modern Physics: Conference Series (Search for Journal in Brave)

zbMATH Keywords

Volterra processeswhite noise analysisHida distributionsDonsker's delta functionsVolterra white noise

Mathematics Subject Classification ID

Gaussian processes (60G15) Brownian motion (60J65) Stochastic integrals (60H05) White noise theory (60H40)

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Cites work

• scientific article; zbMATH DE number 5183816 (Why is no real title available?)
• scientific article; zbMATH DE number 885958 (Why is no real title available?)
• Stochastic calculus for fractional Brownian motion and related processes.
• White noise calculus and Fock space

Cited in

(4)

• Limit theorems for nonlinear functionals of Volterra processes via white noise analysis
• Verhulst model with Lévy white noise excitation
• On stochastic integration for volatility modulated Brownian-driven Volterra processes via white noise analysis
• White noise analysis for Lévy processes.

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