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scientific article; zbMATH DE number 124395
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    scientific article; zbMATH DE number 124395

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      21 February 1993
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      generalized functionals of white noise
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      white noise measure
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      Schwartz space
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      inequality between Sobolev like norms
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      [For the entire collection see Zbl 0746.00063.] Let \((\mathcal S )^* \supset (L^ 2) \supset (\mathcal S )\) be the triplet of generalized functionals of white noise, the elements \((\mathcal S)^*\) and \((\mathcal S) \) are called generalized functional and testing functional, respectively. On \((\mathcal S)^*\) the integral transform \(S\varphi (\xi ) = \int \varphi (x ) :e^{\langle x,\xi \rangle }:d\mu (x)\) is introduced, where \(\mu\) is the white noise measure on \((\mathcal S)^*\) and \(:\cdot :\) means a renormalization. This transform interprets a relation holds in generalized white noise functionals into a relation of generalized functions. Using this fact, the authors prove several formulas, for instance: (1) If \(\nu\) is a measure on the Schwartz space \(\mathcal S'(R)\) and satisfies \(\frac {d\nu}{d\mu}\) in \((\mathcal S)^* \), then it holds \(\frac {d\nu_ y}{d\mu}=\frac{d\mu_ y}{d\mu} : \frac{d\nu}{d\mu}\), where \(d\mu_ y\) is the shifted measure \(\mu(\cdot - y), y\in \mathcal S'\). (2) For any \(y\in \mathcal S'(R)\) the functional derivation \(D_ y\) can be extended on \((\mathcal S)\) and it holds the inequality between Sobolev like norms, \[ D_ y\varphi_{2,p} \leq C_{p,q}y_{2,-q}N^{1/2} 2^{- (p\vee q - p)N}\varphi_{2,p\wedge q}. \]
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