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Splitting times and shift functionals

✍ Scribed by R. K. Getoor


Publisher
Springer
Year
1979
Tongue
English
Weight
722 KB
Volume
47
Category
Article
ISSN
1432-2064

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πŸ“œ SIMILAR VOLUMES


Substitution to parametrized generalized
✍ Hideaki Uemura πŸ“‚ Article πŸ“… 2001 πŸ› Elsevier Science 🌐 French βš– 152 KB

We discuss how to substitute Wiener functionals for parameters in generalized Wiener functionals: Let {Φ(x); x ∈ R N } be generalized Wiener functionals parametrized by x ∈ R N and F be a non-degenerate Wiener functional in Malliavin's sense. Then, formally, it holds that Φ(F ) = R N Φ(x)δ x (F ) dx