Derivative of the Donsker delta functionals

DOI10.21136/MB.2018.0078-17zbMath1474.28022MaRDI QIDQ5227162

Herry Pribawanto Suryawan

Publication date: 5 August 2019

Published in: Mathematica Bohemica (Search for Journal in Brave)

zbMATH Keywords

white noise analysisdistributional derivativeDonsker delta functional

Mathematics Subject Classification ID

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

Cites Work

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• A Donsker delta functional approach to optimal insider control and applications to finance
• White noise calculus and Fock space
• Generalized functionals in Gaussian spaces: The characterization theorem revisited
• Analysis in Banach Spaces
• Local times for multifractional Brownian motion in higher dimensions: A white noise approach
• Donsker's Delta Function and the Covariance between Generalized Functionals
• 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
• Using the Donsker delta function to compute hedging strategies
• Donsker's delta function of Lévy process

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