Donsker's Delta Function and the Covariance between Generalized Functionals

DOI10.1112/S0024610702003319zbMath1013.60050OpenAlexW2026342784MaRDI QIDQ3151133

Siu-Ah Ng, Fred Espen Benth

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

correlationwhite noise analysisnonstandard analysisDonsker's delta functioncovariancegeneralized functional

Mathematics Subject Classification ID

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

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