GENERALIZED FRACTIONAL LÉVY PROCESSES: A WHITE NOISE APPROACH-Reference-Cited by-同舟云学术

GENERALIZED FRACTIONAL LÉVY PROCESSES: A WHITE NOISE APPROACH

Published:2006-12 Issue:04 Volume:06 Page:473-485
ISSN:0219-4937
Container-title:Stochastics and Dynamics
language:en
Short-container-title:Stoch. Dyn.

Author:

HUANG ZHI YUAN¹,LI PEI YAN¹

Affiliation:

1. Department of Mathematics, Huazhong University of Science and Technology, Wuhan 430074, P. R. China

Abstract

In this paper, with a simple condition on Lévy measure, we construct the (tempered) generalized fractional Lévy processes (GFLP) as Lévy white noise functionals and investigate their distribution and sample properties through this white noise approach. We also give some sufficient conditions under which the usual fractional Lévy processes (FLP) are well defined.

Publisher

World Scientific Pub Co Pte Lt

Subject

Modeling and Simulation

Link

https://www.worldscientific.com/doi/pdf/10.1142/S0219493706001839

Reference19 articles.

1. A Poisson bridge between fractional Brownian motion and stable Lévy motion

2. On fractional tempered stable motion

3. Fractional Brownian Motion and Sheet as White Noise Functionals

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