Generalized functionals in Gaussian spaces: The characterization theorem revisited (Q1816711)
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English | Generalized functionals in Gaussian spaces: The characterization theorem revisited |
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Generalized functionals in Gaussian spaces: The characterization theorem revisited (English)
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24 September 1997
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In recent years there has been an increasing interest in white noise analysis, due to its rapid developments in mathematical structure and applications in various domains. Especially the circle of ideas going under the heading ``characterization theorems'' has played quite an important role in the past few years. Moreover, characterization theorems have been at the basis of new methods for the construction of smooth and generalized random variables [see \textit{Yu. G. Kondratev} and \textit{L. Streit}, Rep. Math. Phys. 33, No. 3, 341-366 (1993; Zbl 0814.60034) and \textit{P. A. Meyer} and \textit{J. A. Yan}, in: Séminaire de probabilités. Lect. Notes Math. 1485, 61-78 (1991; Zbl 0744.60041)] which seem to be useful in applications intractable by existing methods [e.g., \textit{H. Holden, T. Lindstrøm, B. Øksendal, J. Ubøe} and \textit{T.-S. Zhang}, Probab. Theory Relat. Fields 95, No. 3, 391-419 (1993; Zbl 0792.60055)]. The purpose of the present article is fourfold: We wish (1) to clarify and generalize the structure of the existing characterization theorems, and at the same time (2) to review and unify recent developments in this direction, (3) to establish the connection to rich, related mathematical literature, which might be helpful in future developments, and (4) to fill a gap in the article by \textit{J. Potthoff} and \textit{L. Streit} [J. Funct. Anal. 101, No. 1, 212-229 (1991; Zbl 0826.46035)]. In this sense, the present paper attempts to give known results and some existing `folklore' around them a general form that can be used as a reference for future research. In the course of doing this, we also establish some new results, for instance an analytic extension property of \(U\)-functionals, and the topological invariance of certain spaces of generalized random variables with respect to different construction schemes.
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characterization theorems
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white noise analysis
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construction of smooth and generalized random variables
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\(U\)-functionals
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topological invariance
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