A stochastic process associated with the weighted white noise differentiation | Zendy

Issei Kitagawa | Zendy

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A stochastic process associated with the weighted white noise differentiation

Author(s) -

Issei Kitagawa

Publication year - 2009

Publication title -

communications on stochastic analysis

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 0.224

H-Index - 10

eISSN - 2688-6669

pISSN - 0973-9599

DOI - 10.31390/cosa.3.1.03

Subject(s) - white noise , white (mutation) , process (computing) , noise (video) , computer science , mathematics , statistics , biology , artificial intelligence , genetics , gene , image (mathematics) , operating system

In this paper, we give a relationship between the weighted white noise dierentiation and the Levy Laplacian introducing an operator changing the white noise ˙ B(t) by ˙ B(t) 2 . In addition, we give an infinite dimensional stochastic process generated by the weighted white noise dierentiation and a relationship between the stochastic process and the Levy Laplacian.

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