MPS-RR 1999-33
September 1999

The covariance of Donsker's Delta Functions

by:

Fred Espen Benth, Siu-Ah Ng

Abstract

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.

Availability: [ gzipped ps-file ] [ pdf-file ]

[ Help on down-loading/viewing/printing ]

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