White noise based stochastic calculus associated with a class of Gaussian processes
Probability
2010-08-03 v1 Functional Analysis
Abstract
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.
Keywords
Cite
@article{arxiv.1008.0186,
title = {White noise based stochastic calculus associated with a class of Gaussian processes},
author = {Daniel Alpay and Haim Attia and David Levanony},
journal= {arXiv preprint arXiv:1008.0186},
year = {2010}
}