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dc.date.accessioned2013-03-12T08:19:22Z
dc.date.available2013-03-12T08:19:22Z
dc.date.issued2003en_US
dc.date.submitted2009-12-11en_US
dc.identifier.urihttp://hdl.handle.net/10852/10635
dc.description.abstractWe 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.isoengen_US
dc.publisherMatematisk Institutt, Universitetet i Oslo
dc.relation.ispartofPreprint series. Pure mathematics http://urn.nb.no/URN:NBN:no-8076en_US
dc.relation.urihttp://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.titleThe Donsker Delta function of a Lévy Process with Application to Chaos Expansion of Local Time.en_US
dc.typeResearch reporten_US
dc.date.updated2009-12-11en_US
dc.rights.holderCopyright 2003 The Author(s)
dc.creator.authorMataramvura, Sureen_US
dc.creator.authorØksendal, Bernten_US
dc.creator.authorProske, Franken_US
dc.subject.nsiVDP::410en_US
dc.identifier.urnURN:NBN:no-23717en_US
dc.type.documentForskningsrapporten_US
dc.identifier.duo97818en_US
dc.identifier.fulltextFulltext https://www.duo.uio.no/bitstream/handle/10852/10635/1/pm04-03.pdf


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