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White noise based stochastic calculus associated with a class of Gaussian processes

Authors :
Daniel Alpay
Haim Attia
David Levanony
Source :
Opuscula Mathematica, Vol 32, Iss 3, Pp 401-422 (2012)
Publication Year :
2012
Publisher :
AGH Univeristy of Science and Technology Press, 2012.

Abstract

Using the white noise space setting, we define and study stochastic integrals with respect to a class of stationary increment Gaussian processes. We focus mainly on continuous functions with values in the Kondratiev space of stochastic distributions, where use is made of the topology of nuclear spaces. We also prove an associated Ito formula.

Details

Language :
English
ISSN :
12329274
Volume :
32
Issue :
3
Database :
Directory of Open Access Journals
Journal :
Opuscula Mathematica
Publication Type :
Academic Journal
Accession number :
edsdoj.2c693a01f1484dab0256e06cfb93a8
Document Type :
article
Full Text :
https://doi.org/10.7494/OpMath.2012.32.3.401