AbstractUsing 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
A class of stochastic processes with memory within the framework of the Hida calculus was studied. I...
AbstractIn this paper, a class of Gaussian processes, having locally the same fractal properties as ...
A novel representation of functions, called generalized Taylor form, is applied to the filtering of ...
Using the white noise space framework, we construct and study a class of Gaussian processes with sta...
AbstractUsing the white noise space framework, we construct and study a class of Gaussian processes ...
Tyt. z nagłówka.Bibliogr. s. 415-416.Given a Gaussian stationary increment processes, we show that a...
Stochastic integration with respect to Gaussian processes, such as fractional Brownian motion (fBm) ...
Given a Gaussian stationary increment processes, we show that a Skorokhod-Hitsuda stochastic integra...
Using the white noise space setting, we define and study stochastic integrals with respect to a clas...
AbstractWe construct fractional Brownian motion, sub-fractional Brownian motion and negative sub-fra...
Stochastic integration \textit{wrt} Gaussian processes has raised strong interest in recent years, m...
International audienceStochastic integration with respect to Gaussian processes has raised strong in...
AbstractWe study a family of stationary increment Gaussian processes, indexed by time. These process...
We study a family of stationary increment Gaussian processes, indexed by time. These processes are d...
Using the white noise space setting, we define and study stochastic integrals with respect to a clas...
A class of stochastic processes with memory within the framework of the Hida calculus was studied. I...
AbstractIn this paper, a class of Gaussian processes, having locally the same fractal properties as ...
A novel representation of functions, called generalized Taylor form, is applied to the filtering of ...
Using the white noise space framework, we construct and study a class of Gaussian processes with sta...
AbstractUsing the white noise space framework, we construct and study a class of Gaussian processes ...
Tyt. z nagłówka.Bibliogr. s. 415-416.Given a Gaussian stationary increment processes, we show that a...
Stochastic integration with respect to Gaussian processes, such as fractional Brownian motion (fBm) ...
Given a Gaussian stationary increment processes, we show that a Skorokhod-Hitsuda stochastic integra...
Using the white noise space setting, we define and study stochastic integrals with respect to a clas...
AbstractWe construct fractional Brownian motion, sub-fractional Brownian motion and negative sub-fra...
Stochastic integration \textit{wrt} Gaussian processes has raised strong interest in recent years, m...
International audienceStochastic integration with respect to Gaussian processes has raised strong in...
AbstractWe study a family of stationary increment Gaussian processes, indexed by time. These process...
We study a family of stationary increment Gaussian processes, indexed by time. These processes are d...
Using the white noise space setting, we define and study stochastic integrals with respect to a clas...
A class of stochastic processes with memory within the framework of the Hida calculus was studied. I...
AbstractIn this paper, a class of Gaussian processes, having locally the same fractal properties as ...
A novel representation of functions, called generalized Taylor form, is applied to the filtering of ...
DOI
Add to ORKG