Using the white noise space setting, we define and study stochastic integrals with respect to a class of stationary increment Gaussian processes. We focus mainly on continuous functions with values in the Kondratiev space of stochastic distributions, where use is made of the topology of nuclear spaces. We also prove an associated Ito formula
Using the white noise space framework, we construct and study a class of Gaussian processes with sta...
International audienceIn this paper, we define a stochastic calculus with respect to the Rosenblatt ...
The paper describes the structure of a new space of generalized Wiener functionals, (D∞)*, called th...
Using the white noise space setting, we define and study stochastic integrals with respect to a clas...
Given a Gaussian stationary increment processes, we show that a Skorokhod-Hitsuda stochastic integra...
Given a Gaussian stationary increment processes, we show that a Skorokhod-Hitsuda stochastic integra...
Stochastic integration with respect to Gaussian processes, such as fractional Brownian motion (fBm) ...
AbstractUsing the white noise space framework, we construct and study a class of Gaussian processes ...
We introduce the concept of functional process and consider the stochastic boundary value problem an...
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...
White noise is often regarded as the informal nonexistent derivative B˙(t) of a Brownian motion B˙(t...
AbstractWe study a family of stationary increment Gaussian processes, indexed by time. These process...
This paper is dedicated to the blessed memory of my first teacher Professor Yu. L. Daletsky. Abstrac...
We study a family of stationary increment Gaussian processes, indexed by time. These processes are d...
Using the white noise space framework, we construct and study a class of Gaussian processes with sta...
International audienceIn this paper, we define a stochastic calculus with respect to the Rosenblatt ...
The paper describes the structure of a new space of generalized Wiener functionals, (D∞)*, called th...
Using the white noise space setting, we define and study stochastic integrals with respect to a clas...
Given a Gaussian stationary increment processes, we show that a Skorokhod-Hitsuda stochastic integra...
Given a Gaussian stationary increment processes, we show that a Skorokhod-Hitsuda stochastic integra...
Stochastic integration with respect to Gaussian processes, such as fractional Brownian motion (fBm) ...
AbstractUsing the white noise space framework, we construct and study a class of Gaussian processes ...
We introduce the concept of functional process and consider the stochastic boundary value problem an...
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...
White noise is often regarded as the informal nonexistent derivative B˙(t) of a Brownian motion B˙(t...
AbstractWe study a family of stationary increment Gaussian processes, indexed by time. These process...
This paper is dedicated to the blessed memory of my first teacher Professor Yu. L. Daletsky. Abstrac...
We study a family of stationary increment Gaussian processes, indexed by time. These processes are d...
Using the white noise space framework, we construct and study a class of Gaussian processes with sta...
International audienceIn this paper, we define a stochastic calculus with respect to the Rosenblatt ...
The paper describes the structure of a new space of generalized Wiener functionals, (D∞)*, called th...