Donsker's delta function of Lévy process

DOI10.1023/A:1010734611017zbMath0982.60067OpenAlexW1538928744MaRDI QIDQ5937968

Yuh-Jia Lee, Hsin-Hung Shih

Publication date: 6 September 2001

Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1010734611017

zbMATH Keywords

white noiseLévy processDonsker's delta function

Mathematics Subject Classification ID

Probability measures on topological spaces (60B05) White noise theory (60H40) Distributions on infinite-dimensional spaces (46F25)

Related Items (7)

White noise delta functions and infinite-dimensional Laplacians ⋮ WHITE NOISE LÉVY–MEIXNER PROCESSES THROUGH A TRANSFER PRINCIPAL FROM ONE-MODE TO ONE-MODE TYPE INTERACTING FOCK SPACES ⋮ Derivative of the Donsker delta functionals ⋮ DELTA FUNCTIONS OF OBSERVABLES AND RADON–NIKODYM DERIVATIVES OF SPECTRAL MEASURES ⋮ Analysis of generalized Lévy white noise functionals ⋮ THE QUANTUM DECOMPOSITION OF RANDOM VARIABLES WITHOUT MOMENTS ⋮ A generalised Itō formula for Lévy-driven Volterra processes

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