On some classes of generalized random linear functionals (Q1098161)

Let (\(\Omega\),\({\mathcal F},P)\) be a probability space and V be a topological vector space. A complex-valued function f on \(\Omega\times V\) is called a random linear functional if f(\(\cdot,v)\) is a random variable for all \(v\in V\) and f(\(\omega\),\(\cdot)\) is an element from the dual space V' for every \(\omega\in \Omega\). We consider two cases. First, V is the Beurling space of test functions \({\mathcal D}^{(M_ p)}({\mathcal O})\). In this case V' is the space of Beurling ultradistributions. Second, for V and V' we take spaces Exp \({\mathcal A}\) and Exp \({\mathcal A}'\), defined by the second author in SIAM J. Math. Anal. 17, 477-484 (1986; Zbl 0604.46042). These spaces are generalizations of Zeman spaces \({\mathcal A}\) and \({\mathcal A}'\). Elements from spaces Exp \({\mathcal A}\) and Exp \({\mathcal A}'\) have orthonormal expansions which are suitable for applications. We apply the representation in the latter case for solving stochastic evolution equations.