Cameron–Martin type theorem for a class of non-Gaussian measures-Reference-Cited by-同舟云学术

Cameron–Martin type theorem for a class of non-Gaussian measures

Published:2024-09-02 Issue: Volume: Page:1-24
ISSN:0736-2994
Container-title:Stochastic Analysis and Applications
language:en
Short-container-title:Stochastic Analysis and Applications

Author:

da Silva J. L.¹,Erraoui M.²,Röckner M.³⁴

Affiliation:

1. CIMA, Faculty of Exact Sciences and Engineering, University of Madeira, Campus da Penteada, Funchal, Portugal

2. Department of Mathematics, Faculty of Science El Jadida, Chouaïb Doukkali University, El Jadida, Morocco

3. Fakultät für Mathematik, Universität Bielefeld, Bielefeld, Germany

4. Academy of Mathematics and Systems Science, CAS, Beijing, China

Funder

Deutsche Forschungsgemeinschaft

FCT-Fundação para a Ciência e a Tecnologia, Portugal

Publisher

Informa UK Limited

Link

https://www.tandfonline.com/doi/pdf/10.1080/07362994.2024.2389133

Reference32 articles.

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2. Schneider, W. R. (1990). Grey noise. In: Albeverio, S., Casati, G., Cattaneo, U., et al., eds., Stochastic Processes, Physics and Geometry. Teaneck, NJ: World Scientific Publishing, pp. 676–681.

3. Schneider, W. R. (1988). Grey noise. In: Albeverio, S., Fenstad, J. E., Holden, H., eds., Ideas and Methods in Mathematical Analysis, Stochastics, and Applications. Oslo; Cambridge: Cambridge University Press, pp. 261–282.

4. Mura A. (2008). Non-Markovian stochastic processes and their applications: From anomalous diffusions to time series analysis dissertation [PhD thesis]. University of Bologna.

5. Mittag-Leffler analysis I: Construction and characterization