Sobolev spaces over the Wiener space based on an Ornstein-Uhlenbeck operator (Q2367097): Difference between revisions

We construct Sobolev spaces over the Wiener space. To do this, we use an Ornstein-Uhlenbeck operator with a linear drift. In the case that the drift is constant, these Sobolev spaces offer a framework of the Malliavin calculus. In the Malliavin calculus, we can introduce two kinds of norm based on the gradient operator and the Ornstein-Uhlenbeck operator. We know the equivalence of these two norms, which is called the Meyer equivalence. In the paper we obtain a similar result for an Ornstein-Uhlenbeck operator with a linear drift. Our main tool is the Littlewood-Paley-Stein inequality. The commutation relation between the gradient operator and the Ornstein-Uhlenbeck operator plays an important role.