A white noise analysis of Volterra processes

DOI10.1142/S2010194515600058zbMATH Open1337.60111MaRDI QIDQ2803670FDOQ2803670

Authors: H. P. Suryawan 

Publication date: 2 May 2016

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

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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)

Cites Work

• White noise calculus and Fock space
• Stochastic calculus for fractional Brownian motion and related processes.
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Cited In (4)

• Verhulst model with Lévy white noise excitation
• 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

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