Linear distribution processes. (1998)

• Record Type: Journal Article
• Authors: Bel, L.; Oppenheim, G.; Robbiano, L.; Viano, M. C.
• Is Part Of: Journal of applied mathematics and stochastic analysis. Volume 11:Number 1(1998)
• Page Start: 43
• Page End: 58
• Publication Date: 1998
• Subjects: distribution processes -- Sobolev spaces -- regularity -- stationary -- increments; Mathematical models -- Periodicals; Computer simulation -- Periodicals; Computer science -- Mathematics -- Periodicals; Computer science -- Mathematics; Computer simulation; Mathematical models; Applied Mathematics; Periodicals; Electronic journals; 519.22
• DOI: 10.1155/S1048953398000045
• Languages: English
• ISSNs: 1048-9533

Abstract

Abstract : In this paper, we propose a generalization of continuous-time processed defined by X t = ∫ f ( t − s ) d W s, to the case of f being a distribution. We give a necessary and sufficient condition for f, such that the obtained process is a second order distribution process. We study the moments and the regularity of these processes. In addition, we investigate a generalization to processes with stationary increments.