We discuss how to substitute Wiener functionals for parameters in generalized Wiener functionals: Let {ฮฆ(x); x โ R N } be generalized Wiener functionals parametrized by x โ R N and F be a non-degenerate Wiener functional in Malliavin's sense. Then, formally, it holds that ฮฆ(F ) = R N ฮฆ(x)ฮด x (F ) dx
Smoothness of Brownian local times and related functionals
โ Scribed by D. Nualart; J. Vives
- Publisher
- Springer Netherlands
- Year
- 1992
- Tongue
- English
- Weight
- 230 KB
- Volume
- 1
- Category
- Article
- ISSN
- 0926-2601
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