| dc.date.accessioned | 2013-03-12T08:19:22Z | |
| dc.date.available | 2013-03-12T08:19:22Z | |
| dc.date.issued | 2003 | en_US |
| dc.date.submitted | 2009-12-11 | en_US |
| dc.identifier.uri | http://hdl.handle.net/10852/10635 | |
| dc.description.abstract | We give an explicit formula for the Donsker delta function of a certain class of Lévy processes in the Lévy-Hida distribution space. As an application we use the Donsker delta function to derive an explicit chaos expansion of local time for Lévy processes, in terms of iterated integrals with respect to the associated compensated Poisson random measure. | eng |
| dc.language.iso | eng | en_US |
| dc.publisher | Matematisk Institutt, Universitetet i Oslo | |
| dc.relation.ispartof | Preprint series. Pure mathematics http://urn.nb.no/URN:NBN:no-8076 | en_US |
| dc.relation.uri | http://urn.nb.no/URN:NBN:no-8076 | |
| dc.rights | © The Author(s) (2003). This material is protected by copyright law. Without explicit authorisation, reproduction is only allowed in so far as it is permitted by law or by agreement with a collecting society. | |
| dc.title | The Donsker Delta function of a Lévy Process with Application to Chaos Expansion of Local Time. | en_US |
| dc.type | Research report | en_US |
| dc.date.updated | 2009-12-11 | en_US |
| dc.rights.holder | Copyright 2003 The Author(s) | |
| dc.creator.author | Mataramvura, Sure | en_US |
| dc.creator.author | Øksendal, Bernt | en_US |
| dc.creator.author | Proske, Frank | en_US |
| dc.subject.nsi | VDP::410 | en_US |
| dc.identifier.urn | URN:NBN:no-23717 | en_US |
| dc.type.document | Forskningsrapport | en_US |
| dc.identifier.duo | 97818 | en_US |
| dc.identifier.fulltext | Fulltext https://www.duo.uio.no/bitstream/handle/10852/10635/1/pm04-03.pdf | |