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Banach spaces, function spaces, real functions, integral transforms, theory of distributions, measure theory.

1 vote
0 answers
118 views

Is it possible to define a Bochner integral for a $S'(\mathbb R^d)$-valued function?

I apologize in advance for the rather vague question. While reading the book White noise distribution theory by H.H. Kuo, in particular the section 13.3 I came across the following statement (I'll par …
5 votes
2 answers
281 views

Existence of a solution for this hypoelliptic-alike PDE

I know that this question may result rater vague and somehow out of context, still I am hoping you could help me. Assume we have the following equation \begin{align} \boxed{\partial_t u(t,x,z)=\mathca …
1 vote
0 answers
295 views

Gaussian measures on infinite dimensional spaces

On Zabczyk & Da Prato book about infinite dimensional SDEs they introduce the idea of Gaussian measures in infinite dimensional Banach spaces. They do so by means of Fernique theorem. In the White No …
3 votes
0 answers
87 views

Doubt when calculating the S-transform of Hida differential operator

Assume we have a Hida test function $\varphi\in (\mathcal S)$, and $y\in \mathcal S'(\mathbb R)$. Define the Gateaux directional derivative of $\varphi$ (in the direction of $y$) by: $$D_y\varphi(x):= …
3 votes
1 answer
246 views

Question regarding the Wick tensor in white noise analysis

I have a question regarding the definition of Wick tensor in the framework of the white noise analysis. To put some context to the question we start with the following Gel'fand triple $$S(\mathbb R)\ …