2 citations · 3 across the 7 of their papers we have counts for
8 papers
On the equivalence of probability spaces
Daniel Alpay, Palle Jorgensen, David Levanony
For a general class of Gaussian processes , indexed by a sigma-algebra of a general measure space , we give necessary and sufficient conditions f…
A class of Gaussian processes with fractional spectral measures
Daniel Alpay, Palle Jorgensen, David Levanony
We study a family of stationary increment Gaussian processes, indexed by time. These processes are determined by certain measures sigma (generalized spectral measures), and our foc…
White noise based stochastic calculus associated with a class of Gaussian processes
Daniel Alpay, Haim Attia, David Levanony
Using the white noise space setting, we define and study stochastic integrals with respect to a class of stationary increment Gaussian processes. We focus mainly on continuous func…
Linear State space theory in the white noise space setting
D. Alpay, D. Levanony, A. Pinhas
We study state space equations within the white noise space setting. A commutative ring of power series in a countable number of variables plays an important role. Transfer functio…
On the characteristics of a class of Gaussian processes within the white noise space setting
Daniel Alpay, Haim Attia, David Levanony
Using the white noise space framework, we define a class of stochastic processes which include as a particular case the fractional Brownian motion and its derivative. The covarianc…
Linear stochastic systems: a white noise approach
Daniel Alpay, David Levanony
Using the white noise setting, in particular the Wick product, the Hermite transform, and the Kondratiev space, we present a new approach to study linear stochastic systems, where…