scientific article; zbMATH DE number 2169525

MaRDI QIDQ4676974zbMATH OpenFDO

Authors N. A. Kachanovsky

Publication date 20 May 2005

zbMATH Keywords

coloured noiseMalliavin derivativesquare-integrable martingale

Mathematics Subject Classification ID

Topological linear spaces of test functions, distributions and ultradistributions (46F05) Stochastic calculus of variations and the Malliavin calculus (60H07) White noise theory (60H40)

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(5)

• Modeling colored noise by fractional Brownian motion
• Generalized stochastic derivatives on a space of regular generalized functions of Meixner white noise
• scientific article; zbMATH DE number 1408858 (Why is no real title available?)
• Integration with respect to Lévy colored noise, with applications to SPDEs
• SPDEs with coloured noise: Analytic and stochastic approaches

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