scientific article; zbMATH DE number 16230

[For the entire collection see Zbl 0713.00021.] This paper consists of two parts: 1) a survey of white noise analysis which the author and his colleagues have developed and 2) a proposal of stochastic variational calculus in terms of white noise calculus. As we can see the first part in the author's papers, let us concentrate the latter part. Let \(\mathbb{C}_ 0\) be the totality of \((d-1)\)-spheres in \(\mathbb{R}^ d\), and \(\{X(s); s\in\mathbb{R}^ d\}\) be a continuous Gaussian random field. With a continuous function \(F\) let us consider a process with parameter in \(\mathbb{C}_ 0\) defined by \(X(C)=\int_ CF(s)X(s)dv(s)\), where \(dv\) is the volume element of the \((d-1)\)-sphere. The author calculates the variation of \(X(C)\) assuming that \(C\) runs only in \(\mathbb{C}_ 0\), \[ \delta X(C)=\sum_ jdt_ j\int_ C\{\alpha_ j(FX)(s)\delta_ j(s)dv(s)+FX(s)\delta_ j(dv(s))\}, \] where \(\delta_ j(s)\) is the difference between \(C\) and \(C+\delta C\). This formula is also generalized to the white noise integral \(X(x)=\int_ CF(s)x(s)dv(s)\), \(x\in(E^*,d\mu)\), where \(d\mu\) is the white noise measure on \(L^ 2(\mathbb{R}^ d)\).

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