scientific article; zbMATH DE number 16926
[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.
- Delta function for an affine subspace
- Differentiable measures and the Malliavin calculus
- Fractional order Sobolev spaces on Wiener space
- scientific article; zbMATH DE number 431882 (Why is no real title available?)
- Donsker's Delta Function and the Covariance between Generalized Functionals
- Donsker's functional calculus and related questions
- DELTA FUNCTIONS OF OBSERVABLES AND RADON–NIKODYM DERIVATIVES OF SPECTRAL MEASURES
- scientific article; zbMATH DE number 687942 (Why is no real title available?)
- scientific article; zbMATH DE number 721941 (Why is no real title available?)
- Stochastic integration via white noise analysis
- Distributional It\^o's Formula and Regularization of Generalized Wiener Functionals
- scientific article; zbMATH DE number 758248 (Why is no real title available?)
- scientific article; zbMATH DE number 836654 (Why is no real title available?)
- Derivative of the Donsker delta functionals
- Regularization effects of time integration on Gaussian process functionals
- Generalized positive continuous additive functionals of multidimensional Brownian motion and their associated Revuz measures
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3973617)