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Ito’s formula and Levy’s Laplacian II

Published online by Cambridge University Press:  22 January 2016

Kimiaki Saito*
Affiliation:
Department of Mathematics, Meijo University, Tenpaku-ku, Nagoya 468, Japan
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The white noise calculus was initiated by T. Hida in 1970 in his Princeton University Mathematical Notes [3]. Recent development of the theory shows that the Laplacian plays an essential role in the analysis in question. Indeed, several kinds of Laplacians should be introduced depending on the choice of the class of white noise functionals to be analysed, as can be seen in [4], [13], [18] and so forth. Among others, we should like to emphasize the importance of the infinite dimensional Laplace-Beltrami operator, Volterra’s Laplacian and Lévy’s Laplacian (See [13], [18] and [20]).

Information

Type
Research Article
Copyright
Copyright © Editorial Board of Nagoya Mathematical Journal 1991