A generalized white noise space approach to stochastic integration for a class of Gaussian stationary increment processes

DOI10.7494/OPMATH.2013.33.3.395zbMath1274.60223MaRDI QIDQ2851287

Alon Kipnis, Daniel Alpay

Publication date: 10 October 2013

Published in: Opuscula Mathematica (Search for Journal in Brave)

zbMATH Keywords

fractional Brownian motionstochastic integralwhite noise space

Mathematics Subject Classification ID

White noise theory (60H40) Stochastic integrals (60H05)

Related Items (2)

White noise space analysis and multiplicative change of measures ⋮ Itô's formula for Gaussian processes with stochastic discontinuities

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