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

DOI10.7494/OpMath.2012.32.3.401zbMath1255.60117arXiv1008.0186MaRDI QIDQ2901959

David Levanony, Haim Attia, Daniel Alpay

Publication date: 31 July 2012

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

Full work available at URL: https://arxiv.org/abs/1008.0186

zbMATH Keywords

Gaussian processesWick productItô formulastochastic integralsRiemannian sumswhite noise spaceKondratiev stochastic distribution

Mathematics Subject Classification ID

Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) White noise theory (60H40) Stochastic integrals (60H05) Spaces determined by compactness or summability properties (nuclear spaces, Schwartz spaces, Montel spaces, etc.) (46A11)

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