On fractional stable processes and sheets: white noise approach

DOI10.1016/J.JMAA.2006.02.020zbMATH Open1116.60018OpenAlexW2071223601MaRDI QIDQ854079FDOQ854079

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

Recommendations

• GENERALIZED FRACTIONAL LÉVY PROCESSES: A WHITE NOISE APPROACH
• Fractional Brownian motion and sheet as white noise functionals
• Analysis of stable white noise functionals
• FRACTIONAL LÉVY PROCESSES AND NOISES ON GEL′FAND TRIPLE
• On fractional Brownian processes

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)

Cites Work

• Title not available (Why is that?)
• Fractional Brownian Motions, Fractional Noises and Applications
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• CONVOLUTED GENERALIZED WHITE NOISE, SCHWINGER FUNCTIONS AND THEIR ANALYTIC CONTINUATION TO WIGHTMAN FUNCTIONS
• Euclidean random fields obtained by convolution from generalized white noise
• Title not available (Why is that?)
• On fractional Brownian processes
• Fractional Brownian sheet
• Title not available (Why is that?)
• Fractional Brownian motion and sheet as white noise functionals
• Log-fractional stable processes

Cited In (17)

• 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 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

This page was built for publication: On fractional stable processes and sheets: white noise approach

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q854079)