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Error using "new" in Keil

Hello,
I'm working with STM32F446RE nucleo64, i have to apply my work (done in C++) in this board,
i have a function that have the pointer "new", something like this:
int *SmoothingOpt(int maxpq, int p, int q,int VAD_buff[])
{ int *VAD_buff_s = new int[maxpq+1]; ..... ..... ..... .....
}

error: use of undeclared identifier 'new'
How can i solve this problem ? other idea ?
Thanks in advance.