The Wiener integral with respect to second order processes with stationary increments

DOI10.1016/j.jmaa.2010.01.058zbMath1188.60027MaRDI QIDQ961059

Maria Jolis

Publication date: 29 March 2010

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.2010.01.058

zbMATH Keywords

Wiener integral; random distributions; second order process with stationary increments

Mathematics Subject Classification ID

60H05: Stochastic integrals

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Cites Work

• On the Wiener integral with respect to the fractional Brownian motion on an interval
• Correlation theory of stationary and related random functions. Volume I: Basic results
• Extending martingale measure stochastic integral with applications to spatially homogeneous S. P. D. E's
• Integration questions related to fractional Brownian motion
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