Browsing by Author "Faria, Margarida de"
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- Feynman integrals for non-smooth and rapidly growing potentialsPublication . Faria, Margarida de; Oliveira, Maria João; Streit, LudwigThe Feynman integral for the Schrödinger propagator is constructed as a generalized function of white noise, for a linear space of potentials spanned by finite signed measures of bounded support and Laplace transforms of such measures, i.e., locally singular as well as rapidly growing at infinity. Remarkably, all these propagators admit a perturbation expansion.
- A generalized clark-ocone formulaPublication . Faria, Margarida de; Oliveira, Maria João; Streit, LudwigWe extend the Clark-Ocone formula to a suitable class of generalized Brownian functionals. As an example we derive a representation of Donsker's delta function as (limit of) a stochastic integral.