Fractional white noise calculus in infinite dimensions

DOI10.1515/ROSE-2014-0018zbMATH Open1306.60101OpenAlexW2106034724MaRDI QIDQ742072FDOQ742072

Authors: Wilfried Grecksch, Christian Roth 

Publication date: 17 September 2014

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/rose-2014-0018

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zbMATH Keywords

Malliavin derivativeWick productstochastic integralfractional white noise\(Q\)-fractional Brownian motion\(Q\)-fractional Itō formula

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Fractional processes, including fractional Brownian motion (60G22) Stochastic integrals (60H05) White noise theory (60H40)

Cited In (9)

• Whitening filter and innovational representation of fractional Brownian motion
• Fractional Brownian motion and sheet as white noise functionals
• Itô formula for the infinite-dimensional fractional Brownian motion
• Fedosov Quantization in White Noise Analysis
• Title not available (Why is that?)
• Title not available (Why is that?)
• A \(Q\)-fractional version of Itō's formula
• Krein's spectral theory and the Paley-Wiener expansion for fractional Brownian motion
• Fractional white noise multiplication

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