On differential operators in white noise analysis (Q5937977)

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scientific article; zbMATH DE number 1621317
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On differential operators in white noise analysis
scientific article; zbMATH DE number 1621317

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    On differential operators in white noise analysis (English)
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    24 February 2002
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    \textit{T. Deck}, \textit{G. Våge} and the author [ibid. 48, No. 1, 91-112 (1997; Zbl 0892.60050)] formulated T. Hida's white noise analysis on a general probability space. However, the problem of showing that the differential operators defined in the paper quoted above are well-defined was left open. The main purpose of this paper is to give a proof of this fact. In fact, the author establishes the framework and basic notions and provides one realization of the framework via the white noise space with time parameter domain \(\mathbb R_+\) in a rather detailed fashion. And he reproduces a result by \textit{S. Albeverio} and \textit{M. Röckner} [in: White noise analysis: mathematics and applications, 1-21 (1990; Zbl 0818.60051)] on quasi-invariant measures on Suslin spaces. This result implies that on a Suslin space with a (nontrivial) measure \(\nu\) which is quasi-invariant with respect to translations of a dense linear subspace, a \(\nu\)-class of random variables can have at most one continuous representative. This fact is essential for the proof of the well-definedness of the differential operators.
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    white noise analysis
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    Malliavin calculus
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    differential operators
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