Opuscula Mathematica
Opuscula Math. 32, no. 3 (), 401-422
Opuscula Mathematica

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

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.
Keywords: white noise space, Wick product, stochastic integral.
Mathematics Subject Classification: 60H40, 60H05, 60G15, 60G22, 46A12.
Cite this article as:
Daniel Alpay, Haim Attia, David Levanony, White noise based stochastic calculus associated with a class of Gaussian processes, Opuscula Math. 32, no. 3 (2012), 401-422, http://dx.doi.org/10.7494/OpMath.2012.32.3.401
Download this article's citation as:
a .bib file (BibTeX), a .ris file (RefMan), a .enw file (EndNote)
or export to RefWorks.

RSS Feed

horizontal rule

ISSN 1232−9274, e-ISSN 2300−6919, DOI https://doi.org/10.7494/OpMath
Copyright © 2003−2017 OPUSCULA MATHEMATICA
Contact: opuscula@agh.edu.pl
Made by Tomasz Zabawa

horizontal rule

In accordance with EU legislation we advise you this website uses cookies to allow us to see how the site is used. All data is anonymized.
All recent versions of popular browsers give users a level of control over cookies. Users can set their browsers to accept or reject all, or certain, cookies.