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scientific article; zbMATH DE number 1322413
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scientific article; zbMATH DE number 1322413 |
Statements
29 March 2000
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integral kernel operator
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kernel distribution
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Gelfand triple
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creation adjoint operator
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Fubini-type expression
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Hitsuda-Skorokhod integral
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0.7856524586677551
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0.7848276495933533
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0.7689895033836365
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The author gives here the integral kernel operator \[ \Xi_{\ell,m}(\kappa)= \int\kappa \partial_{s_1}^*\cdots \partial_{s_\ell}^* \partial_{t_1}\cdots\partial_{t_m} \] for a kernel distribution \(\kappa\) in \(\ell+m\) variables. He derives, in Section 1, a Gelfand triple \((E)\subset L^2(E^*,\mu;\mathbb{C})\subset (E)^*\) with \(\langle \langle\;,\;\rangle \rangle\) from \(E\subset L^2(T,\nu;\mathbb{R})\subset E^*\) with \(\langle\;,\;\rangle\). The annihilation operator \(\partial_t= D_{\delta_t}\), \(t\in T\) on \((E)\), the creation adjoint operator \(\partial^*_s\in{\mathcal L}((E)^*, (E)^*)\), \(\eta_{\phi,\psi}= \langle \langle\partial_{s_1}^*\cdots \partial_{s_\ell}^*\partial_{t_1}\cdots \partial_{t_m}\phi, \psi\rangle \rangle\) on \(T^{\ell+ m}\) for \(\phi,\psi\in(E)\), and \(\langle \langle \Xi_{\ell,m}(\kappa) \phi, \psi\rangle \rangle= \langle\kappa, \eta_{\phi,\psi}\rangle\) are defined in Section 2. He shows that the \(\mathbb{C}\)-valued function \(\Theta\) on \(E_c\times E_c\), satisfying two conditions, is the symbol of \(\Xi= \Sigma_{\ell,m= 0\sim\infty}\Xi_{\ell, m}(\kappa_{\ell,m})\in {\mathcal L}((E), (E)^*)\), for \(\kappa_{\ell,m}\in (E_c^{\otimes(\ell+m)})^*_{\text{sym}(\ell,m)}\). Then the generalization of \(\Xi_{\ell,m}\) is given by \(L\) satisfying \[ \langle \langle\Xi_{\ell,m} \phi_\xi, \phi_\eta\rangle \rangle= \langle \langle L(\xi^{\otimes \ell}\otimes \eta^{\otimes m})\phi_\xi, \phi_\eta\rangle \rangle \] for \(\xi,\eta\in E_c\), and its Fubini-type expression is also derived. Finally, he applies his theory to the Hitsuda-Skorokhod integral \(\Psi_t= \int_{[0,t]} \partial^*_s \Phi_s ds\) of \(\Phi_s\in (E)^*\), \(s\geq 0\).
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