A generalized white noise space approach to stochastic integration for a class of Gaussian stationary increment processes

DOI10.7494/OpMath.2013.33.3.395zbMath1274.60223MaRDI QIDQ2851287

Daniel Alpay, Alon Kipnis

Publication date: 10 October 2013

Published in: Opuscula Mathematica (Search for Journal in Brave)

zbMATH Keywords

fractional Brownian motion; stochastic integral; white noise space

Mathematics Subject Classification ID

60H40: White noise theory

60H05: Stochastic integrals