The Donsker delta function of a Lévy process with application to chaos expansion of local time
type: Item
instance of: scholarly article
title: The Donsker delta function of a Lévy process with application to chaos expansion of local time
zbMATH Open document ID: 1053.60047
author: Sure Mataramvura
author: B. Øksendal
author: F. Proske
published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques
publication date: 2004-10-12T00:00:00Z
full work available at URL: http://www.numdam.org/item
full work available at URL: https://eudml.org/doc/77824
Mathematics Subject Classification ID: 60G51
Mathematics Subject Classification ID: 60J55
Mathematics Subject Classification ID: 60H40
zbMATH DE Number: 2107309
zbMATH Keywords: Lévy processes
zbMATH Keywords: Local time
zbMATH Keywords: White noise
zbMATH Keywords: Donsker delta function
zbMATH Keywords: Chaos expansion
MaRDI profile type: Publication
OpenAlex ID: W1981574781
DOI: 10.1016/J.ANIHPB.2004.01.002
description: scientific article; zbMATH DE number 2107309