GENERALIZED FRACTIONAL LÉVY PROCESSES: A WHITE NOISE APPROACH
From MaRDI portal
Publication:3426804
DOI10.1142/S0219493706001839zbMath1109.60057OpenAlexW2139503334MaRDI QIDQ3426804
Publication date: 13 March 2007
Published in: Stochastics and Dynamics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0219493706001839
Gaussian processes (60G15) Sample path properties (60G17) White noise theory (60H40) Stochastic calculus of variations and the Malliavin calculus (60H07)
Related Items
Generalized fractional Lévy random fields on Gel'fand triple: a white noise approach, A white noise approach to stochastic partial differential equations driven by the fractional Lévy noise, Fractional Lévy processes on Gel'fand triple and stochastic integration, A non-conservation stochastic partial differential equation driven by anisotropic fractional Lévy random field, Stochastic calculus for fractional Lévy processes, Fractional generalized Lévy random fields as white noise functionals, FRACTIONAL LÉVY PROCESSES AND NOISES ON GEL′FAND TRIPLE
Cites Work
- Unnamed Item
- Unnamed Item
- Fractional Ornstein-Uhlenbeck Lévy processes and the telecom process: Upstairs and downstairs
- White noise analysis for Lévy processes.
- Dilated fractional stable motions
- Analysis of generalized Lévy white noise functionals
- A Poisson bridge between fractional Brownian motion and stable Lévy motion
- Lévy white noise measures on infinite-dimensional spaces: existence and characterization of the measurable support
- On fractional tempered stable motion
- Anisotropic fractional Brownian random fields as white noise functionals
- Fractional Brownian motion and sheet as white noise functionals
- Fractional Lévy motions and related processes
- Fractional Brownian Motions, Fractional Noises and Applications