On the characteristics of a class of Gaussian processes within the white noise space setting

Using the white noise space framework, we construct and study a class of Gaussian processes with stationary increments, which include as particular cases the Brownian and fractional Brownian motions. The derivative processes are computed using Hida's theory of stochastic distributions.

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Year of publication:	2010
Authors:	Alpay, Daniel ; Attia, Haim ; Levanony, David
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 120.2010, 7, p. 1074-1104
Publisher:	Elsevier
Keywords:	White noise space Wick product Fractional Brownian motion

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10008875831