Lévy Laplacian and Brownian particles in Hilbert spaces
Let \(H\) be a separable Hilbert space and \(\{G_n(t)\}\) a sequence of independent Brownian motions on a certain probability space. Suppose that \(\{K_\varepsilon,\varepsilon>0\}\) is a family of Hilbert-Schmidt operators on \(H\) such that, for all \(x\in H\), \(|K_\varepsilon x-x|\to 0\) as \(\varepsilon\to 0\). We call such \(K_\varepsilon\) a renormalization procedure of \(H\). The Brownian particle \(W\) in \(H\) (actually, an \(H\)-valued diffusion process) is defined by \(W(\varepsilon, t)= Z(\varepsilon)^{-1} \sum_nK_\varepsilon e_n G_n(t)\), where the renormalization factor \(Z\) is given by \(Z(\varepsilon)= (\text{Trace }K^*_\varepsilon K_\varepsilon)^{1/2}\) and \(\{e_n\}\) is a complete orthonormal system for \(H\). By employing the Brownian particle \(W\) and making use of stochastic calculus, the author shows that the Lévy Laplacian is given by \[ \Delta F(x)= 2\lim_{\varepsilon\to 0} \lim_{t\to 0} {1\over t} \{\mathbb{E}[F(x+ W(\varepsilon,t))]- F(x)\}.\tag{1} \] The idea of the proof is basically due to a wonderful relationship between Gross and Lévy Laplacians shown in \textit{H.-H. Kuo}, \textit{N. Obata} and \textit{K. Saitô} [J. Funct. Anal. 94, No. 1, 74-92 (1990; Zbl 0749.46029)]. In addition, the harmonic functionals on \(H\) are also studied. Based upon some results on the spherical mean and the mean value property shown in \textit{N. Obata} [Lect. Notes Math. 1379, 242-253 (1989; Zbl 0686.60080)], a characterization of harmonicity is proved: i.e., a function \(F\in C^2_b(H)\) is harmonic with respect to any renormalization procedure \(\{K_\varepsilon\}\) of \(H\) if and only if the second Fréchet derivative \(F(x)\) is an absolutely continuous linear operator on \(H\) for all \(x\in H\). More general results on the relationship between Gross and Lévy Laplacians can be found in \textit{H.-H. Kuo} [White noise distribution theory, CRC Press, Boca Raton, 218-223 (1996; Zbl 0853.60001)]. For a characterization of the Lévy Laplacian via \(\infty\)-dimensional rotation groups, see \textit{N. Obata} [Nagoya Math. J. 118, 111-132 (1990; Zbl 0682.22015)]. As to other related works on Lévy Laplacian, e.g. see \textit{K. Saitô} [Nagoya Math. J. 123, 153-170 (1991; Zbl 0737.60058)].
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