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

DOI10.7494/OPMATH.2013.33.3.395MaRDI QIDQ2851287zbMATH OpenFDO

Authors Alon Kipnis, Daniel Alpay

Publication date 10 October 2013

Published in Opuscula Mathematica (Search for Journal in Brave)

zbMATH Keywords

fractional Brownian motionstochastic integralwhite noise space

Mathematics Subject Classification ID

Stochastic integrals (60H05) White noise theory (60H40)

Recommendations

• White noise based stochastic calculus associated with a class of Gaussian processes
• scientific article; zbMATH DE number 721936
• Stochastic integration with respect to Gaussian processes.
• A generalization of the Wick-Itô stochastic integral
• On the characteristics of a class of Gaussian processes within the white noise space setting

Cited in

(6)

• White noise space analysis and multiplicative change of measures
• A class of Gaussian processes with fractional spectral measures
• Itô's formula for Gaussian processes with stochastic discontinuities
• Stochastic integration with respect to Gaussian processes.
• On the characteristics of a class of Gaussian processes within the white noise space setting
• scientific article; zbMATH DE number 797346 (Why is no real title available?)

This page was built for publication: A generalized white noise space approach to stochastic integration for a class of Gaussian stationary increment processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2851287)