Fractional Lévy processes on Gel'fand triple and stochastic integration

DOI10.1007/s11464-008-0022-0zbMath1146.60309OpenAlexW1608004090MaRDI QIDQ942956

Xuebin Lü, Jianping Wan, Zhi Yuan Huang

Publication date: 8 September 2008

Published in: Frontiers of Mathematics in China (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11464-008-0022-0

zbMATH Keywords

long-range dependencereproducing kernel Hilbert spacestochastic integralGel'fand triplefractional Lévy processes

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

Cites Work

• Unnamed Item
• Unnamed Item
• A white noise approach to infinitely divisible distributions on Gel'fand triple
• On fractional stable processes and sheets: white noise approach
• Evolution equations driven by a fractional Brownian motion
• Stochastic evolution equations with fractional Brownian motion
• Diffusion approximation of nuclear space-valued stochastic differential equations driven by Poisson random measures
• Stochastic equations in Hilbert space with a multiplicative fractional Gaussian noise
• Fractional Brownian motion and sheet as white noise functionals
• Fractional Lévy processes with an application to long memory moving average processes
• GENERALIZED FRACTIONAL LÉVY PROCESSES: A WHITE NOISE APPROACH
• On the Clark-Ocone Theorem for Fractional Brownian Motions with Hurst Parameter bigger than a Half
• Stochastic Partial Differential Equations with Levy Noise
• STOCHASTIC INTEGRATION FOR FRACTIONAL BROWNIAN MOTION IN A HILBERT SPACE
• Fractional Brownian Motions, Fractional Noises and Applications

This page was built for publication: Fractional Lévy processes on Gel'fand triple and stochastic integration