GENERALIZED FRACTIONAL LÉVY PROCESSES: A WHITE NOISE APPROACH

DOI10.1142/S0219493706001839zbMath1109.60057OpenAlexW2139503334MaRDI QIDQ3426804

Pei Yan Li, Zhi Yuan Huang

Publication date: 13 March 2007

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219493706001839

zbMATH Keywords

stable processesfractional integral operatortempered Lévy white noise

Mathematics Subject Classification ID

Gaussian processes (60G15) Sample path properties (60G17) White noise theory (60H40) Stochastic calculus of variations and the Malliavin calculus (60H07)

Related Items

Generalized fractional Lévy random fields on Gel'fand triple: a white noise approach, A white noise approach to stochastic partial differential equations driven by the fractional Lévy noise, Fractional Lévy processes on Gel'fand triple and stochastic integration, A non-conservation stochastic partial differential equation driven by anisotropic fractional Lévy random field, Stochastic calculus for fractional Lévy processes, Fractional generalized Lévy random fields as white noise functionals, FRACTIONAL LÉVY PROCESSES AND NOISES ON GEL′FAND TRIPLE

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