Derivative of the Donsker delta functionals

DOI10.21136/MB.2018.0078-17MaRDI QIDQ5227162zbMATH OpenWikidataFDO

Authors H. P. Suryawan

Publication date 5 August 2019

Published in Mathematica Bohemica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.21136/MB.2018.0078-17

zbMATH Keywords

distributional derivativeDonsker delta functionalwhite noise analysis

Mathematics Subject Classification ID

Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Distributions on infinite-dimensional spaces (46F25) Generalized stochastic processes (60G20) White noise theory (60H40)

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Cites work

• A Donsker delta functional approach to optimal insider control and applications to finance
• A white noise approach to the Feynman integrand for electrons in random media
• A white noise approach to the self-intersection local times of a Gaussian process
• Analysis in Banach Spaces
• Donsker's Delta Function and the Covariance between Generalized Functionals
• Donsker's delta function of Lévy process
• Donsker's delta functions and approximation of heat kernels by the time discretization methods
• Generalized functionals in Gaussian spaces: The characterization theorem revisited
• scientific article; zbMATH DE number 3826931 (Why is no real title available?)
• scientific article; zbMATH DE number 16926 (Why is no real title available?)
• scientific article; zbMATH DE number 408258 (Why is no real title available?)
• scientific article; zbMATH DE number 687942 (Why is no real title available?)
• scientific article; zbMATH DE number 721941 (Why is no real title available?)
• scientific article; zbMATH DE number 2149888 (Why is no real title available?)
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• Local times for multifractional Brownian motion in higher dimensions: A white noise approach
• Table of integrals, series, and products. Translated from the Russian. Translation edited and with a preface by Victor Moll and Daniel Zwillinger
• Using the Donsker delta function to compute hedging strategies
• White noise calculus and Fock space

Cited in

(10)

• Delta function for an affine subspace
• The Donsker delta function of a Lévy process with application to chaos expansion of local time
• Delta perturbation of a moment functional
• Donsker's Delta Function and the Covariance between Generalized Functionals
• scientific article; zbMATH DE number 3859765 (Why is no real title available?)
• scientific article; zbMATH DE number 687942 (Why is no real title available?)
• scientific article; zbMATH DE number 721941 (Why is no real title available?)
• scientific article; zbMATH DE number 755594 (Why is no real title available?)
• scientific article; zbMATH DE number 836654 (Why is no real title available?)
• Regularity property of Donsker's delta function

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