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

Daniel Alpay, Haim Attia, David Levanony

Research output: Contribution to journalArticlepeer-review

19 Scopus citations

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.

Original languageEnglish
Pages (from-to)1074-1104
Number of pages31
JournalStochastic Processes and their Applications
Volume120
Issue number7
DOIs
StatePublished - 1 Jul 2010

Keywords

  • Fractional Brownian motion
  • White noise space
  • Wick product

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