On fractional stable processes and sheets: white noise approach

DOI10.1016/j.jmaa.2006.02.020zbMath1116.60018OpenAlexW2071223601MaRDI QIDQ854079

Chujin Li, Zhi Yuan Huang

Publication date: 7 December 2006

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2006.02.020

zbMATH Keywords

fractional integrationstable white noisefractional stable processes

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Self-similar stochastic processes (60G18) Stable stochastic processes (60G52)

Related Items (12)

On the Besov regularity of periodic Lévy noises ⋮ 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 ⋮ Impact of correlated noises on additive dynamical systems ⋮ 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 ⋮ Collision local times of two independent fractional Brownian motions ⋮ FRACTIONAL LÉVY PROCESSES AND NOISES ON GEL′FAND TRIPLE ⋮ Gradient type noises. II: Systems of stochastic partial differential equations ⋮ Scaling limits of solutions of linear stochastic differential equations driven by Lévy white noises

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• Euclidean random fields obtained by convolution from generalized white noise
• Fractional Brownian Motions, Fractional Noises and Applications

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