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