The Donsker delta function of a Lévy process with application to chaos expansion of local time

DOI10.1016/j.anihpb.2004.01.002zbMath1053.60047MaRDI QIDQ1883465

Sure Mataramvura, Frank Norbert Proske, Bernt Øksendal

Publication date: 12 October 2004

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_2004__40_5_553_0

zbMATH Keywords

Lévy processes; Donsker delta function; White noise; Local time; Chaos expansion

Mathematics Subject Classification ID

60G51: Processes with independent increments; Lévy processes

60H40: White noise theory

60J55: Local time and additive functionals

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