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scientific article; zbMATH DE number 15790
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scientific article; zbMATH DE number 15790 |
Statements
25 June 1992
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Malliavin calculus
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Cameron-Martin space
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Ornstein-Uhlenbeck process
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second quantization
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0.9495854
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0.90106463
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0.89278513
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0.8921178
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0.8886968
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0.8886328
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[For the entire collection see Zbl 0706.00020.] The purpose of this paper is to construct a new class of distributions on Wiener spaces which is larger than those of S. Watanabe and different from those of T. Hida, without abandoning the techniques of Malliavin calculus. Let \((W,H,\mu )\) be an abstract Wiener space and \(A\) be a self- adjoint positive operator in \(H\) with bounded inverse. For any real \(\alpha\), \((W_ \alpha , H_ \alpha ,\mu_ \alpha )\) denotes the abstract Wiener space with respect to Cameron-Martin space \(H_ \alpha =\{ \xi\in H ; \| A^{\alpha /2}\xi\| < \infty \}\). Let \(-L\) be the generator of the \(W\)-valued Ornstein-Uhlenbeck process. \(D^ \alpha_{p,k} (X)\) denotes the Hilbert space \(X\)-valued functionals on \(W_ \alpha\) with norm \(\| \xi \|_{\alpha ,p,k} =\| (I+L)^{k/2} \Gamma (A^{\alpha /2})\xi \| _{L^ p (\mu ; X )} \), where \(\Gamma (A^{\alpha /2})\) means the second quantization of \(A^{\alpha /2}\). The main result is \[ \bigcap_{p,k,\alpha } D^ \alpha_{p,k}(X) = \bigcap_{k,\alpha } D^ \alpha_{2,k} (X) = \bigcap_ \alpha D^ \alpha_{2,0} (X) . \] Thus, let us denote the above space as \(\Phi (X)\). Then \(\Phi (X)\) becomes an algebra. The dual space \(\Phi '(X)\) is the new class of distributions which the authors intent to introduce. Some properties of distributions of this class are discussed.
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