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scientific article; zbMATH DE number 16926
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scientific article; zbMATH DE number 16926 |
Statements
26 June 1992
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regular Wiener functional
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generalized Wiener functional
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Donsker's \(\delta\)-function
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Wiener functional
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Malliavin calculus
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Sobolev space
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0.8985743522644043
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0.8624959588050842
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0.8137350678443909
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[For the entire collection see Zbl 0724.00018.] The author studies Donsker's \(\delta\)-function introduced as composition of Dirac's \(\delta\)-function \(\delta_ x\;(x\in R^ d)\) with a Wiener functional which is defined over an \(r\)-dimensional Wiener space with values in \(R^ d\) and is regular in Malliavin's sense. The such defined \(\delta_ x\circ F\) constitutes a generalized Wiener functional. After a short review on notions and results in the Malliavin calculus relevant to Donsker's \(\delta\)-functions the author provides a nice necessary and sufficient criterion for the determination of the Sobolev space to which \(\delta_ x\circ F\) actually belongs.
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