Regularity property of Donsker's delta function

DOI10.1007/BF01449036zbMath0552.60035MaRDI QIDQ801597

Gopinath Kallianpur, Hui-Hsiung Kuo

Publication date: 1984

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

zbMATH Keywords

Hermite polynomialgeneralized Brownian functionalsIto lemma

Mathematics Subject Classification ID

Brownian motion (60J65) Generalized stochastic processes (60G20)

Related Items

White noise analysis and Tanaka formula for intersections of planar Brownian motion ⋮ Generalized solution of some parabolic equations with a random drift ⋮ White noise delta functions and infinite-dimensional Laplacians ⋮ Unnamed Item

Cites Work

• Calculus on Gaussian white noise. I
• Generalized multiple Wiener integrals
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