A white noise analysis of Volterra processes

DOI10.1142/S2010194515600058zbMath1337.60111MaRDI QIDQ2803670

Herry Pribawanto Suryawan

Publication date: 2 May 2016

Published in: International Journal of Modern Physics: Conference Series (Search for Journal in Brave)

zbMATH Keywords

white noise analysisVolterra processesHida distributionsDonsker's delta functionsVolterra white noise

Mathematics Subject Classification ID

Gaussian processes (60G15) Brownian motion (60J65) White noise theory (60H40) Stochastic integrals (60H05)

Cites Work

• White noise calculus and Fock space
• Stochastic calculus for fractional Brownian motion and related processes.
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