The Donsker delta function of a Lévy process with application to chaos expansion of local time

Sure Mataramvura; Bernt Øksendal; Frank Proske

Annales de l'I.H.P. Probabilités et statistiques (2004)

  • Volume: 40, Issue: 5, page 553-567
  • ISSN: 0246-0203

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Mataramvura, Sure, Øksendal, Bernt, and Proske, Frank. "The Donsker delta function of a Lévy process with application to chaos expansion of local time." Annales de l'I.H.P. Probabilités et statistiques 40.5 (2004): 553-567. <http://eudml.org/doc/77824>.

@article{Mataramvura2004,
author = {Mataramvura, Sure, Øksendal, Bernt, Proske, Frank},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {Lévy processes; Local time; White noise; Donsker delta function; Chaos expansion},
language = {eng},
number = {5},
pages = {553-567},
publisher = {Elsevier},
title = {The Donsker delta function of a Lévy process with application to chaos expansion of local time},
url = {http://eudml.org/doc/77824},
volume = {40},
year = {2004},
}

TY - JOUR
AU - Mataramvura, Sure
AU - Øksendal, Bernt
AU - Proske, Frank
TI - The Donsker delta function of a Lévy process with application to chaos expansion of local time
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 2004
PB - Elsevier
VL - 40
IS - 5
SP - 553
EP - 567
LA - eng
KW - Lévy processes; Local time; White noise; Donsker delta function; Chaos expansion
UR - http://eudml.org/doc/77824
ER -

References

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