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EXOTIC LAPLACIANS AND DERIVATIVES OF WHITE NOISE

Centro Vito Volterra, Università di Roma "Tor Vergata," 00133 Via Columbia 2, Roma, Italy

Department of Mathematics, Research Institute of Mathematical Finance, Chungbuk National University, Cheongju 361-763, Korea

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KIMIAKI SAITÔ

Department of Mathematics, Meijo University, Nagoya 468, Japan

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https://doi.org/10.1142/S0219025711004262Cited by:10 (Source: Crossref)

Abstract

In this paper, we give a relationship between the exotic Laplacians and the Lévy Laplacians in terms of the higher-order derivatives of white noise by introducing a bijective and continuous linear operator acting on white noise functionals. Moreover, we study a relationship between exotic Laplacians, acting on higher-order singular functionals, each other in terms of the constructed operator.

Keywords:

AMSC: 60H40

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