Results 211 to 220 of about 68,902 (260)

White-Noise Representations in Stochastic Realization Theory

SIAM Journal on Control and Optimization, 1993
Summary: It is proved that any random sequence can be exhibited as the output of a stochastic dynamical system driven by white noise. Further refinements are obtained for Markov, stationary, and ergodic sequences. This settles some open problems in stochastic realization theory posed by \textit{J. C. Willems} and \textit{J. H.
Vivek Borkar
exaly   +2 more sources

A General Fractional White Noise Theory And Applications To Finance

Mathematical Finance, 2003
We present a new framework for fractional Brownian motion in which processes with all indices can be considered under the same probability measure. Our results extend recent contributions by Hu, Øksendal, Duncan, Pasik‐Duncan, and others. As an application we develop option pricing in a fractional Black‐Scholes market with a noise process driven by a ...
Robert Elliott
exaly   +4 more sources

A QUARTER CENTURY OF WHITE NOISE THEORY

Quantum Information IV, 2002
Hui-Hsiung Kuo
exaly   +2 more sources

A Unified Characterization Theorem in White Noise Theory

Infinite Dimensional Analysis, Quantum Probability and Related Topics, 2003
We revisit a CKS-space from the viewpoint of standard setup of white noise calculus and prove a general characterization theorem for white noise operators from a CKS-space into another CKS-space. The usual characterizations so far obtained for white noise distributions, white noise test functions and white noise operators are all consequences of the ...
Ji, Un Cig, Obata, Nobuaki
openaire   +2 more sources

Unified Theory of Oscillator Phase Noise I: White Noise

IEEE Transactions on Microwave Theory and Techniques, 2013
The spectral purity of every oscillator system is limited by phase noise. In this work, we extend the techniques previously used to analyze phase noise in lasers to develop an intuitive, yet powerful description of phase noise in an electromagnetic oscillator for the case when the oscillating field is sinusoidal and perturbed by white noise.
William Loh   +3 more
openaire   +1 more source

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