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

Mataramvura, Sure; Øksendal, Bernt; Proske, Frank

doi:10.1016/j.anihpb.2004.01.002

Mataramvura, Sure ; Øksendal, Bernt ; Proske, Frank

Annales de l'I.H.P. Probabilités et statistiques, Tome 40 (2004) no. 5, pp. 553-567

MR Zbl

DOI : 10.1016/j.anihpb.2004.01.002

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     author = {Mataramvura, Sure and {\O}ksendal, Bernt and Proske, Frank},
     title = {The {Donsker} delta function of a {L\'evy} process with application to chaos expansion of local time},
     journal = {Annales de l'I.H.P. Probabilit\'es et statistiques},
     pages = {553--567},
     year = {2004},
     publisher = {Elsevier},
     volume = {40},
     number = {5},
     doi = {10.1016/j.anihpb.2004.01.002},
     mrnumber = {2086014},
     zbl = {1053.60047},
     language = {en},
     url = {https://www.numdam.org/articles/10.1016/j.anihpb.2004.01.002/}
}

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Mataramvura, Sure; Øksendal, Bernt; 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, Tome 40 (2004) no. 5, pp. 553-567. doi: 10.1016/j.anihpb.2004.01.002

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