White noise based stochastic calculus associated with a class of Gaussian processes
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Publication:2901959
DOI10.7494/OpMath.2012.32.3.401zbMath1255.60117arXiv1008.0186MaRDI QIDQ2901959
David Levanony, Haim Attia, Daniel Alpay
Publication date: 31 July 2012
Published in: Opuscula Mathematica (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1008.0186
Gaussian processesWick productItô formulastochastic integralsRiemannian sumswhite noise spaceKondratiev stochastic distribution
Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) White noise theory (60H40) Stochastic integrals (60H05) Spaces determined by compactness or summability properties (nuclear spaces, Schwartz spaces, Montel spaces, etc.) (46A11)
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