Please use this identifier to cite or link to this item:
http://hdl.handle.net/10773/35088
Title: | Generalized white noise analysis and topological algebras |
Author: | Alpay, Daniel Cerejeiras, Paula Kahler, Uwe |
Keywords: | Non-Gaussian analysis Grey noise space Generalized fock space Strong algebras |
Issue Date: | 2022 |
Publisher: | Taylor & Francis |
Abstract: | In this paper we develop a framework to extend the theory of generalized stochastic processes in the Hida white noise space to more general probability spaces which include the grey noise space. To obtain a Wiener-Itô expansion we recast it as a moment problem and calculate the moments explicitly. We further show the importance of a family of topological algebras called strong algebras in this context. Furthermore we show the applicability of our approach to the study of non-Gaussian stochastic processes. |
Peer review: | yes |
URI: | http://hdl.handle.net/10773/35088 |
DOI: | 10.1080/17442508.2021.2016766 |
ISSN: | 1744-2508 |
Publisher Version: | https://www.tandfonline.com/doi/full/10.1080/17442508.2021.2016766 |
Appears in Collections: | CIDMA - Artigos CHAG - Artigos |
Files in This Item:
File | Description | Size | Format | |
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17442508.2021-1.pdf | 2.82 MB | Adobe PDF | View/Open |
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