J. Korean Math. Soc. 35 (1998), No. 3, pp. 559-574
PRODUCTS OF WHITE NOISE FUNCTIONALS AND ASSOCIATED DERIVATIONS
DONG MYUNG CHUNG1, TAE Su CHUNG2 AND UN Cm JI3
ABSTRACT. Let the Gel'fand triple (E){J C (L2) C (E)~ be the framework of white noise distribution theory constructed by Kon- dratiev and Streit. A new class of continuous multiplicative prod- ucts on (E){3 is introduced and associated continuous derivations on (E){3 are discussed. Algebraic characterizations of first order differential operators on (E){3 are proved. Some applications are also discussed.
1. Introduction
We take, as a framework of white noise distribution theory, a Gel'fand triple
(1.1) o~.B <1,
which was constructed in [18], where E* is the space of tempered dis- tributions and JL is the standard Gaussian measure associated with a Gel'fand triple E C H c E*. In particular, if.B = 0, (1.1) becomes (E) C (£2) C (E)*, which was constructed in [19]. The white noise distribution theory is an infinite dimensional analogue of the Schwartz distribution theory in which the role of Lebesgue measure on jRn is replaced by the Gaussian measure JL onE*. This theory was initiated by Hida [11] and has been considerably developed with applications to
Received February 24, 1998.
1991 Mathematics Subject Classification: 46F25.
Key words and phrases: white noise, derivation, first order differential operator, Cauchy problem, Poisson type equation.
lResearch supported by BSRI, 97-1412.
2Research partially supported by Korea Research Foundation 1997.
3Research partially supported by Global Analysis Research Center.
This is an invited paper to the International Conference on Probability Theory and its Applications.
560 Dong Myung Chung, Tae Su Chung and Un Cig Ji
stochastic analysis, Feynman path integral, infinite dimensional har- monic analysis, quantum probability and Cauchy problems in infinite dimensions and so on, see e.g., [lJ-[9J, [12]-[15], [22J-[26], [30].
It is well known [13,24J that the Wiener and Wick products are con- tinuous multiplicative operations on(E){3 and so(E){3 becomes a topo- logical algebra under the Wiener and Wick products. Furthermore, we note that the differential operator Dy is a first order differential op- erator as well as a continuous derivation on (E){3. Motivated by this point of view, Obata [29J determined all the continuous derivations on (E) with respect to the Wiener products and then showed that they are first order differential operators with variable coefficients. In [1J,
Chung and Chung showed that the results in [29] can be extended to the Wick product case. Recently, Chung and Chung has introduced a class {01'" E C} of multiplicative products on (E) including the Wiener and Wick products and then have showed that with each 01' and an (E)-valued distribution q> on lR, we can associate a first or- der differential operator with variable coefficient <I>, which is indeed a continuous derivation on (E) with respect to01"
In this paper, we shall see that 30,m(l'i:)+N is similar to N, i.e., there exists a linear homeomorphism 9K, E GL((E){3(m» such that 30,m(l'i:)+N =9;;1N9K, (Corollary 3.7), where30,m(l'i:) and N are the integral kernel operator with kernel distribution I'i: E (E~m)* and the number operator, respectively. Next, we define a productOK,associated
with 9K" and prove that a first order differential operator with variable
coefficient associated withOK, is indeed a continuous derivation on(E){3 with respect to OK, (Theorem 5.4), and then 30,m(l'i:)+N is. a contin- uous derivation on (E){3 with respect to the product OK,' Finally, as applications, we shall study the eigenvalue problem, Cauchy problem and Poisson type equation associated with 30,m(l'i:) +N.
2. Preliminaries
Let H be the real Hilbert space of square-integrable functions on lR with norm I .10. Let S(IR) be the Schwarz space consisting of rapidly decreasing COO-functions. Then we have a Gel'fand triple:
(2.1) E ==S(lR) cHc S/(lR) == E*,
eE E,
Products of white noise functionals and associated derivations 561
where E* is the space of the tempered distributions. Note that the Gel'fand triple (2.1) is reconstructed by using a positive self-adjoint operator A = 1+t2 - d?- /dt2 onH with Hilbert-Schmidt inverse (see [13], [24], [28]). Infact, E is a nuclear space equipped with the Hilber- tian norms lelp = IAPelo,eE E,p ER. LetJ.Lbe the standard Gaussian measure on E* whose characteristic function is given by
L*ei(x,{) J.L(dx) = exp (-~leI5) ,
where (.,.) is the canonical bilinear form on E* x E. The canonical C-bilinear form on(E~n)*x (E~n) is also denoted by the same symbol
C·). We denote by (L2) == L2(E*,J.L;C) the complex Hilbert space of square integrable functions on E* with norm 11·110. By the Wiener-It6 decomposition theorem, each</>E (L2) admits an expression
(2.2)
00
</>(x) = L(:x0n :,fn), n=O
x E E* , fn E H~n,
and 11</>115 = L::'=on!lfnl5, where H~n is the n-fold symmetric tensor product of the complexification of H and : x0n : denotes the Wick ordering ofx0n .
Let f3 be a given real number with 0~ f3 < 1. For eachp ~ 0, define
00
11</>11~,f3= L(n!)l+f3lfnl~, n=O
where </>is given as in (2.2). Let (Ep)f3 = {</> E (L2) :1I</>llp,f3 < oo} and let (E)f3 be the projective limit of {{Ep)f3 : p ~ O}. Then (E)f3 is a nuclear space and we have a Gel'fand triple:
(2.3)
where (E)~ is the topological dual space of(E)f3. The triple (2.3) is called the Kondratiev-Streit space [18]. Iff3 = 0, then (2.3) is called the Hida-Kubo-Takenaka space and denoted by (E) C (L2) c (E)*.
An element in (E)f3 (and in (E)~) is called a test (and generalized, resp.) white noise functional. We denote by «., .)) the canonical C- bilinear form on (E)~ x (E)f3. For each if> E (E)~, there exists a unique sequence {Fn}~=o, Fn E (E~n):ym such that
562 Dong Myung Chung, The Su Chung and Un Cig Ji
00
((if?,cP») = L n!(Fn,/n),
n=O
wherecPis given as in (2.2). In this case weusea formal expression for if? E (E)~ :
00
if?(x) = L(:x®n:,Fn),
n=O
xEE*.
For each { EEc, the functioncPf, E(E){3 given by
cPf,(x) == ~(:x®n:, {=~) =exp ((X,{) - ~({,{»), XE E*
is called an exponential vector. Note that {cPf, : {EEc} spans a dense subspace of(E){3' The S-transformofif? E (E)~ is a function on Ec defined by
Sif?({) = ((if?,cPf,»), {EEc·
In [18], Kondrative and Streit proved a characterization theorem for elements in(E)~ and (E){3 by analytic properties of the S-transforms.
By using the characterization theorem, for each if?,'1'E (E)~ the Wick product if?0 '1' E (E)~ is defined by S(if?0 '1') = Sif? . Sw. In facts cPo'l/J E (E){3, cP,'l/J E (E){3 and the Wick product is a continuous multiplicative operation on (E){3 (see e.g., [24]).
LetL:(X,~)denote the space of all continuous linear operators from a locally convex space X into another locally convex space~. Also for notational convenience we writeL:(X) = L:(X, X). For each 3 E L:«E){3,(E)~), the C-valued function§ onEc x Ec defined by
{,1J E Ec
is called the symbol of operator 3. The following theorem is a char- acterization theorem for symbols of operator in L:«E){3,(E)~) and in L:«E){3) ([24], [27], [28]).
THEOREM 2 .1. AC-valued function e :EcxEc ---+ C is asymbolof an3 E L:((E){3,(E)~)ifandonlyifesatisfies the following conditions:
(01) Foreach {,{',1J,1J' EEc, the function (z,w) I---? e(z{.+{',W1J+1J')
Products of white noise functionals and associated derivations 563
is an entirefunction on C x C;
(02) There exist constants K ~ 0, C ~ 0 andp ~0 such that
~,'"EEc·
e,,,,EEc·
Moreover, e is the symbol of an operator in £((E){3) ifand only if it satisfies (01) and
(02') For any p ~ 0,€ >0, there exist q~ 0 and K ~ 0 such that
le(~,",)1 ::; K exp€ (,~,;1~+ 1171~) ,
For each y E Ecthere exists a unique operator Dy E C((E){3) such that Dy4>t;, = (y,e)4>t;" eE Ec which is called the annihilation operator. The adjoint operator D; E £((E)~) of Dy is called the creation operator. By Theorem 2.1, we can show that for each K E
(Ec®(l+m»)*, there exists a unique operator 3l,m(K) E £((E){3,(E)~) such that
This operator 3l,m(K) is called the integral kernel operator with kernel distributionK. In particular, D..c = 30,2(T) andN =31,1(T) are called the Gross Laplacian and number operator, respectively, whereT is the trace defined by (T,e ® ",), e,,,, EEc. It is well-known that for each
K E (E~(l+m»)*, 3l,m(K) E£((E){3) if and onlyifK E (E~l)Q9(E~m)*.
3. Transformation group on white noise functionals
In this section we obtain a two-parameter transformation group 0
on(E){3. Moreover, we shall prove that there exists an element OK- E 0 such that OK-(30,m(K)+N)O;;l =N. For notational convenience, we define a function f3 :Nu{O} ---+ [0,1) by
{ 0, f3(m) = 1 _ J.-
m'
m= 0,1 m = 2,3,··· .
564 Dong Myung Chung, Tae Su Chung and Un Cig Ji
LEMMA3.1. LetK E (E~m)*andaE C. Then there existsa unique operator9K.,a E £((E){3(m»)) such that
€EEc·
Proof Let K E (E~m)* and a E C. For any€,1] EEc, we put
Then the functione satisfies conditions (01) and (02') in Theorem 2.1 with{3 = {3(m). Hence by Theorem 2.1, there exists a unique operator 9K.,a E £((E){3(m») such that
This complete the proof. o
Let C and C* = C - {O} be the additive and multiplicative groups of complex numbers, respectively. Let GL(x) denote the group of all linear homeomorphisms from a locally convex spacex onto itself.
THEOREM 3.2. LetK E (E~m)* be fixed. And let9= {9<iK,b ; a E C,bE C*}. Then 9 isa subgroup of GL((E){3(m»).
Proof By Lemma 3.1, we have90K,1<Pf. = <Pf. for any€EEc, and 9aIK,b' (9aK,b<PE,) = exp{(a+a'bm){K,€0m)}<Pb1bf. = 9(a+albTn)K,b' b<Pf.' for any a,a' E C and b,b' E C* and € EEc· But {<pf. : € E Ec}
spans a dense subspace of (E){3(m) and for any a E C, bE C*, gaK,b is continuous. Hence it follows that for any <PE (E){3(m),
and
Then9(-ab-m)K,b-1 is the inverse of9aK,b in9. o
Let :FK,a E £((E)~(m») be the adjoint operator of9K,a. Then by using similar arguments as in [5], we obtain explicit expressions :FK,aif!
and 9K,a<P for if! E (E)~(m) and <PE (E){3(m).
Products of white noise funetionals and associated derivations 565 THEOREM 3.3. Let <Jl(x) = L::=o(: x 0n :,Fn) E (E)~(m)' Fn E (E~n):ym' Then wehave, for any positive integerrn,
00 [';;;-1
'L ;r,.() _ ,,(. 0n. ,,1 n-mkF ~ 0k)
JK-,a'*! X - L-J'x ., L-J k!a n-mk®K.
n=O k=O
THEOREM 3.4. For <j)(x) = L::=o(:x0n :,fn) E (E){3(m),fn E E~n,
wehave, for any positive integerm,
( ) _ ~(. 0n. ~ (n+mk)! n 0k~ )
Q""a<j) x - L.J . x .,L.J n!k! a K ®mkfn+mk'
n=O k=O
PROPOSITION 3.5. The operator QK-,a isexpressed by Q""a = e(loga)N0 e30,1n(K-).
Proof Let <j)(x) = L::=o(:x0n :, fn). Then by Theorem 3.4, it holds that QO""a<j)= e(loga)N<j)and Q""l<j) =e30,1n("')<j). Clearly, QO""a0 QK-,l =
Q""a' Hence we complete the proof. 0
PROPOSITION 3.6. For anyab a2 E C, we have
QK-,a(a1S0,m(K)+a2N) = (a1 +a2m )e-mlog aSO,m(K) +a2N)QK-,a' Proof Note that for anyK E (Elm)*,
[N,SO,m(K)] = -rnSO,m(K).
Therefore, we have
e30,'rn(K-)N = (N+mSO,m(K»e30,1n("') and
e(1oga)N30,m(K) =e-TnlogaSo,m (K)e(10ga)N •
Hence by Proposition3.5, we obtain that
Q""a(a1S0,m(K)+a2N) = (a1 +a2m )e-mlogaSO,m(K) +a2N)QK-,a'
Thus we complete the proof. 0
COROLLARY 3.7. Let K E'(Elm)* and let QK- = Q_..!..",l ' Then we
' r n '
have
Proof The proof is straightforward from Proposition 3.6. 0
566 Dong Myung Chung, Tae Su Chung and Un CigJi
4. Products on white noise functionals
In this section, we introduce a new class of continuous multiplicative products0K on (E)j3 indexed byK, E (E~m)*.
Let 1£ be a linear homeomorphism on (E) j3. Then we can define a continuous multiplicative operation011. on (E)j3 associated with 1£ by
</>,'If; E (E)j3, where°is the Wick product.
PROPOSITION 4.1. Let3 E £«E)j3). Then 3 is a derivation with respect to the multiplication011., Le., 3(</>011.'l/J) = 3</>011.'If;+</>011.='l/J,
</>,'If; E (E)j3 ifand onlyif1£31£-1 is a derivation with respect to -the Wick product.
Proof The proof is clear from the definition of011.. o
From now on we only consider the case 1£ = 9I'. for a fixed kernel
K, E (E~m)* with integer m ~ 2, where gK is given in Corollary 3.7.
We put 0K = 0g",. That is,0K is a continuous multiplicative operation on (E)j3(m) defined by
(4.1) </>,'If; E (E)j3(m).
~,,,.,EEc,
(4.2)
PROPOSITION 4.2. Let K, E (Elm)*. Then there exists a unique operatorTK E £«E)j3(m), (E)~(m» such that the following hold:
</>t.0K</>." = T,;(~,"")</>t.+.", and
Proof. By using the equation (4.1) we can easily see that
~,,,.,EEc.
Products of white noise functionals and associated derivations 567
Note that the function811:(e,1]) = exp{~(K,(e+1])0m - e0m - 1]0m) }
satisfies (01) and (02) in Theorem 2.1. So, there exists a unique op- erator TII: E £«E){3(m),(E)~(m)) such that (4.2) holds. Now for any
e,1], ( E Ec we observe that
((<Pc;011:<Pf" r/J'J1» = ((TII:r/Jc., <PE.» «<pc.+f" <P'J1»
=e(E.,'J1) «(T: <PE., <Pc.» «<pc., <P'J1»
=e(f,,'J1) «(T:<pf,0 r/J'J1' <Pc.).
Since 811:is symmetric, we haveT: = TII:, and hence (4.3) holds for all
<P=<Pc., ( E Ec· Thus the proof follows from the fact that {r/Jc. ; ( E Ec}
spans a dense linear subspace of(E){3(m). 0
EXAMPLE 4.3. Let K E (E~2)* and'K,E £(Ec, El;) be given by
Then we have
Hence we obtain that TII: = r«'K,+'K,*)/2), where reA) is the second quantization operator of A E £(Ec, Ec). In this case, the equation (4.3) becomes
<PE (E)I3(Tn) ,e,1]EEc·
Moreover, ifK E (E~2);YTn' then we have
In particular, 0'Yr becomes the ,-product 0"1 studied in [21. Further- more, 00 is the Wick product and Or is the Wiener product (see [2], [24]).
568 Dong Myung Chung, Tae Su Chung and Un Cig Ji
5. First order differential operators
In [2], Chung and Chung discussed thefirst order i-differential op- erator:=: E £((E» with coefficient q> E El:. ® (E), where :=: is given by
:=:= l q>(t)0"(Otdt
as a formal integral expression. We now introduce a first order differ- ential operator associated with the OK-product.
PROPOSITION 5.1. Let K, E (E~m)* and let q> E Ec® (E){3(m)'
Then there exists a unique:=: E .c((E){3(m» such that
§(~,1J)= (((q>,~)OK<Pe,4>TJ))' where (q>,~) E (E){3(m) isgiven by
(( (q>,~),4») = ((q>,~®4»),
~,1J EEc,
4>E (E){3(m).
Proof. The proof is immediately from that the function
~,1JE Ec
satisfies (01) and (02') in Theorem2.1 withf3 =f3(m). o
DEFINITION 5.2. Let K, E (E~m)* and q> E Ec® (E){3(m)' The
operator:=: defined in Proposition5.1 is called afirst order K,-differential operatorwith coefficient q> and denoted by
:=:=
L
q>(t)OK.Otdtasa formal integral expression.
THEOREM 5.3. Let K, E (E~m)* andq> E Ec® (E){3(m)' Then for :=: E£((E){3(m» the following statementsare equivalent:
(i) :=: is a first order K,-differential operator with coefficient q>.
(ii) For any~E Ec and n ~ 0, we have
:=:((:-l2m:,~0n) = n(:-0(n-l):,~0(n-l»)OK. (q>,~).
(iii) Forany~ EEc andn ~ 0, :=:((-,~)OKn)= n(.,~)OK(n-l)oK(q>,~).
Products of white noise functionals and associated derivations 569
Proof (i)::::} (ii) Since 3 is a first order ~-differentialoperator with coefficient ~, the symbol of 3 is given by
§(~,17) =«3</>t" </>.,,)) =«(~,~) OK</>t" </>.,,)) , ~,17 EEe.
Hence we obtain that for any ~ E Ee, 3</>t, = (~,~)OK </>t,. Therefore for any ~E Ee, </> E (E) and Z E C, we have
f ~«3((: .®n :,~®n)), </»)zn
n=on.
= ~ (n ~1)!«(~,~)OK (: .®(n-l) :,~®(n-l»),</»)zn.
Thus the proof follows.
(ii) ::::} (i) The proof is obvious.
(ii) {9 (iii) Note that for any ~ EEe, g;l«.,~))=(-,e). Hence by the definition ofOK, we obtain that for anyeE Ee
f ~(.,~)ol<n = g;;l</>t, =e-!:.(K,t,@m}</>t,.
n=On.
Therefore (ii) implies that for any~ ~ Ee
f ~3«-,~tl<n) = e-!:.(K,t,@m) f ~3«:-®n:,~Q?)n))
n=On. n=On.
=
t
~(.,~)ol<nOK (~,~).n=On.
Hence (ii) implies that for any €E Ee and zE C
f ~3«-,~}Ol<n)zn = f ~(-,~tl<nOK (~,€)zn+l.
n=On. n=On.
Similarly (iii) implies that for any ~E Ee and z E C
f ~3«:-®n:,~®n))zn =f ~(:-®n:,~®n) OK (~,~)zn+1.
n=On. n=On.
Thus we complete the proof 0
570 Dong Myung Chung, Tae Su Chung and Un Cig Ji
THEOREM 5.4. Let K, E (E~m)* and 3 E £((E),8(m»). Then 3 is a derivation with respect to01<;. ifand only if3 is a first order K,-differential operator with some coefficientq, EEl:.® (E),8(m).
Proof Let 3 be a first order K,-differential operator with coefficient q, E El:. ® (E),8(m). Then we note that 91<;.{-'f,) = 9;1(.,f,) = (.,f,) for all f, EEc· Then the operator 3' = Qx:3Q;1 is a first order Wick differential operator with coefficient 4>', where q,' E El:. ®(E),8(m) is given by (4)',f,) =QI<;.(q"f,) for eachf, EEc. Infact, we have
3'((: .em :,f,0 n») = Q1<;.3Q;1 ((., f,tn)
=Qx:2((.,f,)o,.n)
= 9x:(n(.,f,)o,.(n-1)Ox: (q"f,»)
= n(: .0(n-1) :,f,0(n-1» 0 (<I>',f,).
So, by Theorem 4.5 in [1], 3' is a derivation with respect to0 and hence by Proposition 4.1, 3 isa derivation with respect to OX. _
Conversely, let 3 be a derivation with respect toOX. Define a map4> : Ec --? (E){3(m) by ~(f,)= 3( (.,f,», f, EEc· Then ~ E £(Ec, (E),8(m»).
Hence there exists a unique q, E El:.®(E){3(m) such that f,EEC.
Since 3 is a derivation with respect to 01<;., for any f, E Ec and n ~ 0 we have
Thus by Proposition 5.3, 3 is a first order K,-differential operator with
coefficient 4>. 0
EXAMPLE 5.5. For each y E El:. the differential operator Dy is a first order K,-differential operator with coefficient y ®l.
EXAMPLE 5.6. Let K,E (E~m)*. Then by Corollary 3.7 and Propo- sition 4.1,30,m(K,)+N is a derivation with respect toOx:. Moreover, by Theorem 5.4, 30,m(K,)+N is a first order K,-differential operator with coefficientq,o, where (4)o,f,) = (30,m(K,)+N)((.,f,» = (.,f,). In partic- ular, I!:i.G+N is the first orderIT-differential operator with coefficient
<Po (see [2]).
Products of white noise functionals and associated derivations 571
6. Applications
In this section, we shall discuss the eigenvalue problem, Cauchy problem and Poisson type equation associated with 30,m(K)+N, K E
(E~m)*.
We now consider the eigenvalue problem associated with 30,m(K.)+N, Le., we consider
(6.1)
where'If; E (E);3(m) and ,\E Care unknown.
By using the fact that 3 0,m(K.) +N = Q;1 NQK" we easily have the following proposition:
PROPOSITION 6.l.
(i) ,\isan eigenvalue o130,m (K.)+N ifandonly if,\ isaneigenvalue olN.
(ii) <P is an eigenfunction of3 0,m(K.)+N if and onlyif QK.<P is an eigenfunction ofN.
(iii) Theset ofall eigenvalues of30,m(K.) +N is {O, 1,2"" }.
Now, we consider the following Cauchy problem:
(6.2) Uo = 4>E (E)(3(m)'
Note that Ut = QO,e-t is the one-parameter subgroup ofGL((E)(3(m)) with infinitesimal generator -N (see [5], [17], [24]). Hence we can easily check that Ut = Q;1Qo,e-tQK. is the one-parameter subgroup of GL((E)(3(m)) with infinitesimal generator -(30,m(K.) +N). Thus we have the following theorem.
THEOREM 6.2. Let 4> E (E)(3(m). Then Ut = Q;1Qo,e-tQK.4> E (E)(3(m) is a unique solution of theequation (6.2).
Finally, we consider the following Poisson type equation:
(6.3)
where</>E (E)(3(m) and ,\ > o.
572 Dong Myung Chung, Tae Su Chung and Un Cig Ji
The>..-potential (>.. >0)of test functional</>E (E){3(m) is defined by H>.</> = 100e->..tQo,e-t</>dt,
where the integral is a white noise integral (see(17], (24]). For the case
>..= 0, define the normalized potentialof</>E (E){3(m) by
G</>=100QO,e-t(</> - E(if» )dt,
whereE(if» is the expectation of</>.
THEOREM 6.3 [17]. Let </>E (E)j3(m)' Then we have NG</>= </> - E(</» and (N+>"I)H>..</>= </>.
THEOREM 6.4. Let K E (E~'Tn)* and </> E (E)j3('Tn)' Then u Q;;lH>..QK,</> E (E)I3('Tn) isa solution ofthe equation (6.3).
Proof Let </> E (E)I3('Tn)' Then by Theorem 6.3, v = H>..QK,</> is a solution of the equation(N +>..I)v =QK,</>. Hence we obtain that.
(Q;;l(N+>..I)QK,)Q;;lv = </>.
Thus by Corollary 3.7, we have
(30,m(K) +N +>"I)Q;;lv= </>, That is,u =Q;;l H>..QK,</>satisfies the equation (6.3).
THEOREM 6.5. Let</>E (E)j3(m)' Then wehave (30,m(K) +N)Q;;lGQK,</> = </> - E(QK,</»' Proof Let </>E (E)I3(m)' Then by Theorem 6.3, we have
NGQK,<I> = QK,</> - E(QK,</».
Hence we have
Thus by Corollary 3.7, we complete the proof.
o
o
Products of white noise functionals and associated derivations 573
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Dong Myung Chung
Department of Mathematics Sogang University
Seoul 121-742, Korea Tae Su Chung
Department of Mathematics Meijo University
Nagoya 468, Japan Un Cig Ji
Global Analysis Research Center Department of Mathematics Seoul National University Seoul 151-742, Korea