Donsker’s Delta Functional of Stochastic Processes with Memory
A class of stochastic processes with memory within the framework of the Hida calculus was studied. It was proved that the Donsker delta functionals of the processes are Hida distributions. Furthermore, the probability density function of the processes and the chaos decomposition of the Donsker delta...
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| Format: | Article |
| Language: | English |
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ITB Journal Publisher
2019-12-01
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| Series: | Journal of Mathematical and Fundamental Sciences |
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| Online Access: | http://journals.itb.ac.id/index.php/jmfs/article/view/8534 |