Topological aspects of the characterization of Hida distributions – a remark


Timpel, Matthias ; Benth, Fred Espen


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URL: http://ub-madoc.bib.uni-mannheim.de/1728
URN: urn:nbn:de:bsz:180-madoc-17280
Document Type: Working paper
Year of publication: 1994
Publication language: English
Institution: School of Business Informatics and Mathematics > Sonstige - Fakultät für Mathematik und Informatik
MADOC publication series: Veröffentlichungen der Fakultät für Mathematik und Informatik > Institut für Mathematik > Mannheimer Manuskripte
Subject: 510 Mathematics
Classification: MSC: 60G20 ,
Subject headings (SWD): Weißes Rauschen , Wahrscheinlichkeitsverteilung , Distribution <Funktionalanalysis> , Transformation <Mathematik>
Keywords (English): white noise analysis , Hida distributions , characterization theorem
Abstract: In the recent years, the dual pair of smooth and generalized random variables on the White Noise space, (S) and (S)*, has found many applications. For example, stochastic (partial) differential equations [L0U 90, L0U 91, Po 92, Po 93], quantum field theory [PS 93] and Feynman integrals [FPS 91, KS 92, LLS 93]. The main advantage of (S) and (S)* is the S-Transform, which in a nice way characterizes the pair. This transform maps generalized Hida distributions into a space of complex valued functions on S(IR). This space of functions is called the space of U-functionals. Moreover, the S-Transform turns out to be a bijection onto this space [PS 91]. In most applications, one is really working on the space of U-functionals. For this reason, it is natural to topologize the U-functional space. The aim of this paper is to construct the U-functional space using inductive and projective limits of Banach spaces. This construction is in light of the construction of (S) and (S)* quite natural. With the given topologies, we show our main result: The S-Transform is a homeomorphism.
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Timpel, Matthias ; Benth, Fred Espen (1994) Topological aspects of the characterization of Hida distributions – a remark. Open Access [Working paper]
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