Abstract

The first author and S. Takenaka introduced the structure of a Gel’fand triplet ℋ ⊂ (L2) ⊂ ℋ* into Hida’s calculus on generalized Brownian functionals [4-7]. They showed that the space ℋ of testing random variables has nice properties. For example, ℋ is closed under multiplication of two elements in ℋ, each element of ℋ is a continuous functional on the basic space ℰ*, in addition it can be considered as an analytic functional, and moreover exp [tΔv] (Δv is Volterra’s Laplacian) is real analytic in t ∊ R as a one-parameter group of operators on ℋ, etc.

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