Donsker's delta function and the covariance between generalized functionals

Journal of the London Mathematical Society

Volumn 66, Issue 1, 2002, Pages 1-13

  Benth, Fred Espen ^a   Ng, Siu Ah ^b  

^a AARHUS UNIVERSITY   (Denmark)

^b UNIVERSITY OF KWAZULU NATAL   (South Africa)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0036689546     PISSN: 00246107     EISSN: None     Source Type: Journal    
DOI: 10.1112/S0024610702003319     Document Type: Article

References (21)

1. A non-standard representation for Brownian motion and Itô integration
2. On the martingale property for generalized stochastic processes
3. Infinitesimals in action
4. On homogeneous chaos
5. The Wiener sphere and Wiener measure
6. A nonstandard approach to the Malliavin calculus
7. An infinitesimal approach to stochastic analysis
8. More about Donsker's delta function
9. Gradient lines and distributions of functionals in infinite dimensional Euclidean spaces
10. The Malliavin calculus and related topics
11. A global intrinsic characterization of Brownian local time
12. A characterization of Hida distributions
13. On a dual pair of smooth and generalized random variables
14. Differential space