In this paper we present a construction of an infinite dimensional separable Hilbert space associated with a norm induced from the Lévy trace. The space is slightly different from the Cesàro Hilbert space introduced in Ref. 1. The Lévy Laplacian is discussed with a suitable domain which is constructed by a rigging of Fock spaces based on a rigging of Hilbert spaces with the Lévy trace. Then the Lévy Laplacian can be considered as the Gross Laplacian acting on a certain countable Hilbert space. By constructing one-parameter group of operators of which the infinitesimal generator is the Lévy Laplacian, we study the existence and uniqueness of solution of heat equation associated with the Lévy Laplacian. Moreover we give an infinite dimensional stochastic process generated by the Lévy Laplacian.
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