Fractional white noise calculus in infinite dimensions
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Publication:742072
DOI10.1515/ROSE-2014-0018zbMath1306.60101OpenAlexW2106034724MaRDI QIDQ742072
Wilfried Grecksch, Christian J. Roth
Publication date: 17 September 2014
Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/rose-2014-0018
Wick productstochastic integralMalliavin derivativefractional white noise\(Q\)-fractional Brownian motion\(Q\)-fractional Itō formula
Fractional processes, including fractional Brownian motion (60G22) White noise theory (60H40) Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
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