Date of Award
1987
Document Type
Dissertation
Degree Name
Doctor of Philosophy (PhD)
Department
Mathematics
Abstract
Let $\cal S$ be the Schwartz space of rapidly decreasing real functions on ${\rm I\!R.}$ The dual space ${\cal S}\sp\ast$ of $\cal S$ consists of tempered distributions. The inclusion maps ${\cal S}\subset{\rm L\sp2(I\!R)}\subset{\cal S}\sp\ast$ are continuous. Hida's theory of Brownian and generalized Brownian functionals is the study of functionals defined on ${\cal S}\sp\ast.$ In this dissertation, the triple ${\cal S}\subset{\rm L\sp2(I\!R)}\subset{\cal S}\sp\ast$ is replaced by an abstract Wiener space ${\rm B}\sp\ast$ $\subset$ H $\subset$ B and an abstract version of Hida's theory is developed. The Gaussian measure on ${\cal S}\sp\ast$ in Hida's calculus is replaced by the standard Gaussian measure $\mu$ on the space B. The ${\cal S}\sp\ast$ valued curve $\{\delta\sb{\rm t}; {\rm t \in I\!R}\}$ in Hida calculus is replaced by a B-valued curve $\{\Theta{\rm (t); t \in I\!R}\}.$ The coordinate system, differential operator, and Laplacian operators with respect to $\{\Theta{\rm (t)}\}$ in the Abstract Wiener space setup. Similar properties and theorems as in Hida calculus are obtained.
Recommended Citation
Shim, Youngsook Lee, "Abstract Wiener Space Approach to Hida Calculus (Brownian Motion)." (1987). LSU Historical Dissertations and Theses. 4379.
https://repository.lsu.edu/gradschool_disstheses/4379
Pages
78
DOI
10.31390/gradschool_disstheses.4379