ON A DUAL PAIR OF SPACES OF SMOOTH AND GENERALIZED RANDOM-VARIABLES

被引:45
作者
POTTHOFF, J
TIMPEL, M
机构
[1] Lehrstuhl für Mathematik V, Universität Mannheim, Mannheim 1, A5, 68131
关键词
WHITE NOISE ANALYSIS; SMOOTH AND GENERALIZED RANDOM VARIABLES; Y-TRANSFORM; CHARACTERIZATION THEOREM;
D O I
10.1007/BF02345829
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
A dual pair G and G* of smooth and generalized random variables, respectively, over the white noise probability space is studied. G is constructed by norms involving exponentials of the Ornstein-Uhlenbeck operator, G* is its dual. Sufficient criteria are proved for when a function on L(R) is the L-transform of an element in G or G*.
引用
收藏
页码:637 / 654
页数:18
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