scientific article; zbMATH DE number 124395

Publication date 21 February 1993

generalized functionals of white noise inequality between Sobolev like norms Schwartz space white noise measure

Generalized stochastic processes (60G20) Stochastic calculus of variations and the Malliavin calculus (60H07)

[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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