FRACTIONAL LÉVY PROCESSES AND NOISES ON GEL′FAND TRIPLE

DOI10.1142/S0219493710002838zbMath1185.60053OpenAlexW2148998503MaRDI QIDQ5187838

Xuebin Lü, Jianping Wan, Zhi Yuan Huang

Publication date: 9 March 2010

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

Full work available at URL: https://doi.org/10.1142/s0219493710002838

zbMATH Keywords

infinitely divisible distributionsstable processesGel'fand triplefractional Lévy processesfractional Lévy noise

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Generalized stochastic processes (60G20) White noise theory (60H40) Stable stochastic processes (60G52)

Related Items (4)

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 ⋮ A non-conservation stochastic partial differential equation driven by anisotropic fractional Lévy random field ⋮ Stochastic calculus for fractional Lévy processes

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• Stochastic Partial Differential Equations with Levy Noise
• STOCHASTIC INTEGRATION FOR FRACTIONAL BROWNIAN MOTION IN A HILBERT SPACE

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