White noise methods for stochastic integration

MaRDI QIDQ3519569zbMATH OpenFDO

Authors Hui-Hsiung Kuo

Publication date 19 August 2008

zbMATH Keywords

anticipating stochasticHida theoryintegral equationsItô theory

Mathematics Subject Classification ID

Stochastic integrals (60H05) White noise theory (60H40) Stochastic methods applied to problems in equilibrium statistical mechanics (82B31)

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Cited in

(12)

• White noise approach to stochastic integration
• Ideal and physical white noise in stochastic analysis
• Computing white stylized facts on comovement.
• Comparison of methods for the simulation of a Gaussian white noise
• Approximation of Itô Integrals Arising in Stochastic Time-Delayed Systems
• White Noise Approach to stochastic integration
• White noise stochastic integration
• Stochastic integration via white noise analysis
• scientific article; zbMATH DE number 755584 (Why is no real title available?)
• scientific article; zbMATH DE number 755585 (Why is no real title available?)
• White noise approach to multiparameter stochastic integration
• Relationships between measures induced by Itô and white noise linear equations

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