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

DOI10.7494/OPMATH.2013.33.3.395zbMATH Open1274.60223MaRDI QIDQ2851287FDOQ2851287

Alon Kipnis, Daniel Alpay

Publication date: 10 October 2013

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

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zbMATH Keywords

fractional Brownian motionstochastic integralwhite noise space

Mathematics Subject Classification ID

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

Cited In (5)

• White noise space analysis and multiplicative change of 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
• Title not available (Why is that?)

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