Donsker's Delta Function and the Covariance between Generalized Functionals

DOI10.1112/S0024610702003319MaRDI QIDQ3151133zbMATH OpenOpenAlexFDO

Authors Fred Espen Benth, Siu-Ah Ng

Publication date 22 October 2002

Published in Journal of the London Mathematical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1112/s0024610702003319

zbMATH Keywords

correlationcovarianceDonsker's delta functiongeneralized functionalnonstandard analysiswhite noise analysis

Mathematics Subject Classification ID

Nonstandard models in mathematics (03H05) Distributions on infinite-dimensional spaces (46F25) Nonstandard functional analysis (46S20) Generalized stochastic processes (60G20) White noise theory (60H40) Brownian motion (60J65)

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(12)

• Path convergence and approximation of common zeroes of a finite family of \(m\)-accretive mappings in Banach spaces
• An iterative algorithm for fixed point problem and convex minimization problem with applications
• Strong convergence theorems for a Mann-type iterative scheme for a family of Lipschitzian mappings
• Strong convergence theorems based on the viscosity approximation method for a countable family of nonexpansive mappings
• On Donsker's delta function in white noise analysis
• Delta perturbation of a moment functional
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• scientific article; zbMATH DE number 687942 (Why is no real title available?)
• Derivative of the Donsker delta functionals
• Iterative method for fixed point problem, variational inequality and generalized mixed equilibrium problems with applications
• Strong convergence result of forward-backward splitting methods for accretive operators in Banach spaces with applications
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