Generalized Mehler Semigroup on White Noise Functionals and White Noise Evolution Equations

In this paper, we study a representation of generalized Mehler semigroup in terms of Fourier–Gauss transforms on white noise functionals and then we have an explicit form of the infinitesimal generator of the generalized Mehler semigroup in terms of the conservation operator and the generalized Gros...

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Bibliographic Details
Main Authors: Un Cig Ji, Mi Ra Lee, Peng Cheng Ma
Format: Article
Language:English
Published: MDPI AG 2020-06-01
Series:Mathematics
Subjects:
Online Access:https://www.mdpi.com/2227-7390/8/6/1025
Description
Summary:In this paper, we study a representation of generalized Mehler semigroup in terms of Fourier–Gauss transforms on white noise functionals and then we have an explicit form of the infinitesimal generator of the generalized Mehler semigroup in terms of the conservation operator and the generalized Gross Laplacian. Then we investigate a characterization of the unitarity of the generalized Mehler semigroup. As an application, we study an evolution equation for white noise distributions with <i>n</i>-th time-derivative of white noise as an additive singular noise.
ISSN:2227-7390