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
We introduce the concept of functional process and consider the stochastic boundary value problem an...
White noise is often regarded as the informal nonexistent derivative B˙(t) of a Brownian motion B˙(t...
AbstractIn this paper we develop basic elements of Malliavin calculus on a weightedL2(Ω). This class...
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 ...
Using the white noise space setting, we define and study stochastic integrals with respect to a clas...
Tyt. z nagłówka.Bibliogr. s. 415-416.Given a Gaussian stationary increment processes, we show that a...
AbstractWe study a family of stationary increment Gaussian processes, indexed by time. These process...
We investigate the properties of the Wick square of Gaussian white noises through a new method to pe...
Stochastic integration with respect to Gaussian processes, such as fractional Brownian motion (fBm) ...
A class of stochastic processes with memory within the framework of the Hida calculus was studied. I...
International audienceStochastic integration with respect to Gaussian processes has raised strong in...
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...
The mathematical background necessary to rigorously define white noise is detailed. It is shown that...
We introduce the concept of functional process and consider the stochastic boundary value problem an...
White noise is often regarded as the informal nonexistent derivative B˙(t) of a Brownian motion B˙(t...
AbstractIn this paper we develop basic elements of Malliavin calculus on a weightedL2(Ω). This class...
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 ...
Using the white noise space setting, we define and study stochastic integrals with respect to a clas...
Tyt. z nagłówka.Bibliogr. s. 415-416.Given a Gaussian stationary increment processes, we show that a...
AbstractWe study a family of stationary increment Gaussian processes, indexed by time. These process...
We investigate the properties of the Wick square of Gaussian white noises through a new method to pe...
Stochastic integration with respect to Gaussian processes, such as fractional Brownian motion (fBm) ...
A class of stochastic processes with memory within the framework of the Hida calculus was studied. I...
International audienceStochastic integration with respect to Gaussian processes has raised strong in...
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...
The mathematical background necessary to rigorously define white noise is detailed. It is shown that...
We introduce the concept of functional process and consider the stochastic boundary value problem an...
White noise is often regarded as the informal nonexistent derivative B˙(t) of a Brownian motion B˙(t...
AbstractIn this paper we develop basic elements of Malliavin calculus on a weightedL2(Ω). This class...