On fractional stable processes and sheets: white noise approach

DOI10.1016/J.JMAA.2006.02.020MaRDI QIDQ854079zbMATH OpenOpenAlexFDO

Authors Chujin Li, Zhi Yuan Huang

Publication date 7 December 2006

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmaa.2006.02.020

zbMATH Keywords

fractional integrationstable white noisefractional stable processes

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Stable stochastic processes (60G52) Self-similar stochastic processes (60G18)

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Cites work

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• CONVOLUTED GENERALIZED WHITE NOISE, SCHWINGER FUNCTIONS AND THEIR ANALYTIC CONTINUATION TO WIGHTMAN FUNCTIONS
• Euclidean random fields obtained by convolution from generalized white noise
• Fractional Brownian Motions, Fractional Noises and Applications
• Fractional Brownian motion and sheet as white noise functionals
• Fractional Brownian sheet
• Log-fractional stable processes
• On fractional Brownian processes

Cited in

(18)

• Fractional generalized Lévy random fields as white noise functionals
• Fractional Lévy processes on Gel'fand triple and stochastic integration
• Generalized fractional Lévy random fields on Gel'fand triple: a white noise approach
• Collision local times of two independent fractional Brownian motions
• Analysis of stable white noise functionals
• Complex-order scale-invariant operators and self-similar processes
• Scaling limits of solutions of linear stochastic differential equations driven by Lévy white noises
• Gradient type noises. II: Systems of stochastic partial differential equations
• Stochastic calculus for fractional Lévy processes
• Impact of correlated noises on additive dynamical systems
• A white noise approach to stochastic partial differential equations driven by the fractional Lévy noise
• Synthesis of multifractional Gaussian noises based on variable-order fractional operators
• A class of processes defined in the white noise space through generalized fractional operators
• A non-conservation stochastic partial differential equation driven by anisotropic fractional Lévy random field
• GENERALIZED FRACTIONAL LÉVY PROCESSES: A WHITE NOISE APPROACH
• FRACTIONAL LÉVY PROCESSES AND NOISES ON GEL′FAND TRIPLE
• Space–Time Duality for Fractional Diffusion
• On the Besov regularity of periodic Lévy noises

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