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Centre for Mathematical Physics and Stochastics
Department of Mathematical Sciences, University of Aarhus

Funded by The Danish National Research Foundation

MPS-RR 1999-33
September 1999

The covariance of Donsker's Delta Functions


Fred Espen Benth, Siu-Ah Ng


We use both a classical and a nonstandard space as models for White Noise, and calculate and give meaning to the covariance of Donsker's delta functions.

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This paper has now been published in J. London Math Soc. 66, 1-13 (2002)