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

• Autorzy: Alpay D. , Attia H. , Levanony D.
• Języki publikacji: EN

Abstrakty

EN

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.

Słowa kluczowe

EN

white noise space; Wick product; stochastic integral

• Wydawca: AGH University of Science and Technology Press
• Czasopismo: Opuscula Mathematica
• Rocznik: 2012
• Tom: Vol. 32, no. 3
• Strony: 401--422
• Opis fizyczny: Bibliogr. 27 poz.

Twórcy

autor

Alpay D.

autor

Attia H.

autor

Levanony D.

• Ben Gurion University of the Negev, Department of Mathematics, P.O.B. 653, Be’er Sheva 84105, Israel,

Bibliografia

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