TY  - JOUR
ID  - Alpay2012
LB  - Alpay2012
AU  - Alpay, Daniel
AU  - Attia, Haim
AU  - Levanony, David
TI  - White noise based stochastic calculus associated with a class of Gaussian processes
ST  - White noise based stochastic calculus associated with a class of Gaussian processes
JO  - Opuscula Math.
JA  - Opuscula Math.
JF  - Opuscula Mathematica
PY  - 2012
VL  - 32
IS  - 3
SP  - 401
EP  - 422
DO  - http://dx.doi.org/10.7494/OpMath.2012.32.3.401
UR  - http://dx.doi.org/10.7494/OpMath.2012.32.3.401
AB  - 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.
KW  - white noise space
KW  - Wick product
KW  - stochastic integral
SN  - 1232-9274
ER  -