Characterization of Hida Measures in white noise analysis
Nobuhiro Asai, Izumi Kubo, Hui-Hsiung Kuo
TL;DR
This paper proves a key characterization theorem for Hida measures in white noise analysis and illustrates it with examples like Poisson and Grey noise measures.
Contribution
It establishes a new characterization theorem for Hida measures and provides concrete examples such as Poisson and Grey noise measures.
Findings
Proves the characterization theorem of Hida measures.
Provides examples of Poisson and Grey noise measures.
Enhances understanding of generalized measures in white noise analysis.
Abstract
The main purpose of this work is to prove Theorem 4.4, so-called, the characterization theorem of Hida measures (generalized measures). As examples of such measures, we shall present the Poisson noise measure and the Grey noise measure in Example 4.5 and 4.6, respectively.
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Taxonomy
TopicsStochastic processes and financial applications · Complex Systems and Time Series Analysis · Financial Risk and Volatility Modeling