Donsker's delta function of Lévy process

Acta Applicandae Mathematicae

Volumn 63, Issue 1-3, 2000, Pages 219-231

  Lee, Yuh Jia ^a   Shih, Hsin Hung ^a  

^a NATIONAL CHENG KUNG UNIVERSITY   (Taiwan)

Author keywords

Donsker's delta function; L vy process; White noise

Indexed keywords

EID: 0034260367     PISSN: 01678019     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1010734611017     Document Type: Article

References (15)

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