A generalized white noise space approach to stochastic integration for a class of Gaussian stationary increment processes
Given a Gaussian stationary increment processes, we show that a Skorokhod-Hitsuda stochastic integral with respect to this process, which obeys the Wick-Itô calculus rules, can be naturally defined using ideas taken from Hida's white noise space theory. We use the Bochner-Minlos theorem to asso...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
AGH Univeristy of Science and Technology Press
2013-01-01
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| Series: | Opuscula Mathematica |
| Subjects: | |
| Online Access: | http://www.opuscula.agh.edu.pl/vol33/3/art/opuscula_math_3325.pdf |