Article ID Journal Published Year Pages File Type
1156064 Stochastic Processes and their Applications 2010 31 Pages PDF
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.

Related Topics
Physical Sciences and Engineering Mathematics Mathematics (General)
Authors
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