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

Daniel Alpay, Haim Attia and David Levanony

Stochastic Processes and their Applications, 2010, vol. 120, issue 7, 1074-1104

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: White; noise; space; Wick; product; Fractional; Brownian; motion (search for similar items in EconPapers)
Date: 2010
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Citations: View citations in EconPapers (3)

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