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Products of Wiener Functionals on an Abstract Wiener Space

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Abstract

Mikusiński in [1] has proved that the product of the distributions δ (x) and pf. \(\frac{1} {{\text{x}}}\) on the one-dimensional Euclidean space ℝ exists in the sense of generalized operations and equals \(- \frac{1} {{\text{2}}}\delta \prime \left( {\text{x}} \right)\). This result can be easily extended to the case of an n-dimensional Euclidean space ℝn, i.e. for any \(\ell = \left( {\ell _1,\ell _2, \ldots,\ell _{\text{n}} } \right) \in R^{\text{n}},\left( {\ell \ne 0} \right)\),

$$\delta \left( {\left( {\ell,{\text{x}}} \right)} \right) \cdot {\text{pf}}{\text{.}}\frac{1} {{\left( {\ell,{\text{x}}} \right)}} = - \frac{1} {2}\delta \prime \left( {\left( {\ell,{\text{x}}} \right)} \right)\quad {\text{x}} = \left( {{\text{x}}_{\text{1}}, \ldots,{\text{x}}_{\text{n}} } \right) \in R^{\text{n}},$$

where \(\left( {\ell,{\text{x}}} \right) = \sum\limits_{{\text{k}} = 1}^{\text{n}} {\ell _{\text{k}} {\text{x}}_{\text{k}}}\).

In this paper we shall try to extend the above results to the case of an infinite dimensional space i.e. an abstract Wiener space.

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References

  1. J. Mikusiński, On the square of Dirac delta-distribution, Bull. Acad. Polon. Sci., Ser. Sci. Math. Astronom. Phys., 14, 511–513, (1966).

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  2. S. Watanabe, “Stochastic differential equations and Malliavin calculus”, Tata Institute of Fundamental Research, Bombay, (1984).

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© 1988 Plenum Press, New York

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Ishikawa, S. (1988). Products of Wiener Functionals on an Abstract Wiener Space. In: Stanković, B., Pap, E., Pilipović, S., Vladimirov, V.S. (eds) Generalized Functions, Convergence Structures, and Their Applications. Springer, Boston, MA. https://doi.org/10.1007/978-1-4613-1055-6_17

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  • DOI: https://doi.org/10.1007/978-1-4613-1055-6_17

  • Publisher Name: Springer, Boston, MA

  • Print ISBN: 978-1-4612-8312-6

  • Online ISBN: 978-1-4613-1055-6

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