Title of article :
On the characteristics of a class of Gaussian processes within the white noise space setting
Author/Authors :
Alpay، نويسنده , , Daniel and Attia، نويسنده , , Haim and Levanony، نويسنده , , David، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2010
Pages :
31
From page :
1074
To page :
1104
Abstract :
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.
Keywords :
Fractional Brownian motion , White noise space , Wick product
Journal title :
Stochastic Processes and their Applications
Serial Year :
2010
Journal title :
Stochastic Processes and their Applications
Record number :
1578284
Link To Document :
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