Carla, Any server that runs a Delphix provisioned virtual database can run antivirus, just as a server running a non-virtual database.
If you are inquiring about installing antivirus on the Delphix Engine, this is not possible. The Delphix Engine is a closed appliance, and no third party software can be installed. Treat the Delphix Engine as you treat your hypervisors (i.e. ESXi), SAN, and network infrastructure.