Innovational representation of fractional Lévy processes on Gel'fand triple

MaRDI QIDQ3572902zbMATH OpenFDO

Authors Xuebin Lü, Jianping Wan

Publication date 8 July 2010

zbMATH Keywords

Gel'fand tripleLévy processesinnovational representation

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Fractional processes, including fractional Brownian motion (60G22) Generalized stochastic processes (60G20)

Recommendations

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Cited in

(4)

• Fractional Lévy processes on Gel'fand triple and stochastic integration
• A transformation formula of different fractional Lévy processes defined by the same Lévy process on the Gel'fand triple
• Multi-fractional Lévy processes on Gel'fand triple
• FRACTIONAL LÉVY PROCESSES AND NOISES ON GEL′FAND TRIPLE

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