Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1156064 | Stochastic Processes and their Applications | 2010 | 31 Pages |
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
Daniel Alpay, Haim Attia, David Levanony,