Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4593012 | Journal of Functional Analysis | 2006 | 17 Pages |
Abstract
It is shown that a Lévy white noise measure Λ always exists as a Borel measure on the dual K′ of the space K of C∞ functions on R with compact support. Then a characterization theorem that ensures that the measurable support of Λ is contained in S′ is proved. In the course of the proofs, a representation of the Lévy process as a function on K′ is obtained and stochastic Lévy integrals are studied.
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Physical Sciences and Engineering
Mathematics
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