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)

Full work available at URL https://doi.org/10.1142/S2010194515600058

zbMATH Keywords

Donsker's delta functionsHida distributionsVolterra processesVolterra white noisewhite noise analysis

Mathematics Subject Classification ID

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

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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)

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

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