Abstract

1 Introduction The Levy Laplacian was first introduced by P. Levy in studying functionals on L~2 [0, 1] and has been investigated by many authors. In the white noise analysis setting Hida first defined Levy Laplacian Δ_L via the second variation of a U-functional and proved that Δ_L annihilates functionals of square integrable (cf. Refs. [3, 4]). InRef. [3], Hida and Sait proved the following formula: Δ_L(?)=-(?)- (Δ_LF)~^, where F is Kuo’s Fourier transform of F. In Ref. [4], according to the original idea of P. Levy a definition of the Levy Laplacian was proposed. In the present note we will give a new ex-

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