Hostname: page-component-76fb5796d-x4r87 Total loading time: 0 Render date: 2024-04-25T11:57:34.855Z Has data issue: false hasContentIssue false

Infinite dimensional rotations and Laplacians in terms of white noise calculus

Published online by Cambridge University Press:  22 January 2016

Takeyuki Hida
Affiliation:
Department of Mathematics, Meijo University, Nagoya 468, Japan
Nobuaki Obata
Affiliation:
Department of Mathematics, School of Science, Nagoya University, Nagoya 464-01, Japan
Kimiaki Saitô
Affiliation:
Department of Mathematics, School of Science, Nagoya University, Nagoya 464-01, Japan
Rights & Permissions [Opens in a new window]

Extract

Core share and HTML view are not available for this content. However, as you have access to this content, a full PDF is available via the ‘Save PDF’ action button.

The theory of generalized white noise functionals (white noise calculus) initiated in [2] has been considerably developed in recent years, in particular, toward applications to quantum physics, see e.g. [5], [7] and references cited therein. On the other hand, since H. Yoshizawa [4], [23] discussed an infinite dimensional rotation group to broaden the scope of an investigation of Brownian motion, there have been some attempts to introduce an idea of group theory into the white noise calculus. For example, conformal invariance of Brownian motion with multidimensional parameter space [6], variational calculus of white noise functionals [14], characterization of the Levy Laplacian [17] and so on.

Type
Research Article
Copyright
Copyright © Editorial Board of Nagoya Mathematical Journal 1992

References

[1] Berezansky, Yu. M. and Kondrat’ev, Yu. G., “Spectral Methods in Infinite Dimensional Analysis,” (in Russian), Kiev, 1988.Google Scholar
[2] Hida, T., “Analysis of Brownian Functional,” Carleton Math. Lect. Notes Vol. 13, Carleton University, Ottawa, 1975.Google Scholar
[3] Hida, T., “Brownian Motion,” Springer-Verlag, 1980.Google Scholar
[4] Hida, T., Kubo, I., Nomoto, H. and Yoshizawa, H., On projective invariance of Brownian Motion, Publ. RIMS, Kyoto Univ. Ser. A., 4 (1969), 595609.Google Scholar
[5] Hida, T., Kuo, H.-H., Potthoff, J. and Streit, L., “White Noise: An Infinite Dimensional Calculus,” Monograph in preparation.Google Scholar
[6] Hida, T., Lee, K.-S. and Lee, S.-S., Conformal invariance of white noise, Nagoya Math. J., 98 (1985), 8798.Google Scholar
[7] Hida, T. and Potthoff, J., White noise analysis—An overview, in “White Noise Analysis (T. Hida et al. Eds.),” World Scientific, Singapore/New Jersey/London/Hong Kong, 1990, pp. 140165.Google Scholar
[8] Hida, T. and Saitô, K., White noise analysis and the Levy Laplacian, in “Stochastic Processes in Physics and Engineering (S. Albeverio et al. Eds.),” D. Reidei Pub., Dordrecht/Boston/Lancaster/Tokyo, 1988, pp. 177184.Google Scholar
[9] Krée, P., La théorie des distributions en dimension quelconque et l’intégration stochastique, in “Stochastic Analysis and Related Topics (H. Korezlioglu and A. S. Ustunel Eds.),” Lect. Notes in Math. Vol. 1316, Springer-Verlag, 1988, pp.170233.Google Scholar
[10] Kubo, I. and Takenaka, S., Calculus on Gaussian white noise I-IV, Proc. Japan Acad., 56A (1980), 376380; 411416; 57A (1981), 433437; 58A (1982), 186189.Google Scholar
[11] Kubo, I. and Yokoi, Y., A remark on the space of testing random variables in the white noise calculus, Nagoya Math. J., 115 (1989), 139149.Google Scholar
[12] Kuo, H.-H., On Laplacian operators of generalized Brownian functionals, in “Stochastic Processes and Their Applications (K. Ito and T. Hida Eds.),” Lect. Notes in Math. Vol. 1203, Springer-Verlag, 1986, pp. 119128.Google Scholar
[13] Kuo, H.-H., Obata, N. and Saitô, K., Levy Laplacian of generalized functions on a nuclear space, J. Funct. Anal., 94 (1990), 7492.Google Scholar
[14] Lee, K.-S., White noise approach to Gaussian random field, Nagoya Math. J., 119 (1990), 93106.Google Scholar
[15] Levy, P., “Problèmes Concrets d’Analyse Fonctionnelle,” Gauthier-Villars, Paris, 1951.Google Scholar
[16] Meyer, P. A., Distributions, noyaux, symboles d’après Krée, in “Séminaire de Probabilités XXII (J. Azéma et al. Eds.),” Lect. Notes in Math. Vol. 1321, Springer-Verlag, 1988, pp. 467476.Google Scholar
[17] Obata, N., A characterization of the Levy Laplacian in terms of infinite dimensional rotation groups, Nagoya Math. J., 118 (1990), 111132.CrossRefGoogle Scholar
[18] Potthoff, J. and Yan, J.-A., Some results about test and generalized functionals of white noise, in “Probability Theory (L. H. Y. Chen et al. Eds.),” Walter de Gruyter, Berlin/New York, 1992, pp. 121145.Google Scholar
[19] Saitô, K., Itô’s formula and Levy’s Laplacian, Nagoya Math. J., 108 (1987), 6776; II, ibid., 123 (1991), 153169.Google Scholar
[20] Treves, F., “Topological Vector Spaces, Distributions and Kernels,” Academic Press, New York/London, 1967.Google Scholar
[21] Yan, J.-A., Products and transforms of white noise functionals, preprint (1990).Google Scholar
[22] Yokoi, Y., Positive generalized white noise functionals, Hiroshima Math. J., 20 (1990), 137157.Google Scholar
[23] Yoshizawa, H., Rotation group of Hilbert space and its application to Brownian motion, in “Proc. International Conference on Functional Analysis and Related Topics,” University of Tokyo Press, Tokyo, 1970, pp. 414423.Google Scholar