Title of article
On the characteristics of a class of Gaussian processes within the white noise space setting
Author/Authors
Alpay، نويسنده , , Daniel and Attia، نويسنده , , Haim and Levanony، نويسنده , , David، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2010
Pages
31
From page
1074
To page
1104
Abstract
Using the white noise space framework, we construct and study a class of Gaussian processes with stationary increments, which include as particular cases the Brownian and fractional Brownian motions. The derivative processes are computed using Hida’s theory of stochastic distributions.
Keywords
Fractional Brownian motion , White noise space , Wick product
Journal title
Stochastic Processes and their Applications
Serial Year
2010
Journal title
Stochastic Processes and their Applications
Record number
1578284
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