REMARK ON A SEGAL-LANGEVIN TYPE STOCHASTIC DIFFERENTIAL EQUATION ON INVARIANT NUCLEAR SPACE OF A Γ-OPERATOR

  • Chae, Hong Chul (School of Information Communication Engineering Kyungdong University)
  • Received : 2000.08.01
  • Published : 2000.09.28

Abstract

Let $\mathcal{S}^{\prime}(\mathbb{R})$ be the dual of the Schwartz spaces $\mathcal{S}(\mathbb{R})$), A be a self-adjoint operator in $L^2(\mathbb{R})$ and ${\Gamma}(A)^*$ be the adjoint operator of ${\Gamma}(A)$ which is the second quantization operator of A. It is proven that under a suitable condition on A there exists a nuclear subspace $\mathcal{S}$ of a fundamental space $\mathcal{S}_A$ of Hida's type on $\mathcal{S}^{\prime}(\mathbb{R})$) such that ${\Gamma}(A)\mathcal{S}{\subset}\mathcal{S}$ and $e^{-t{\Gamma}(A)}\mathcal{S}{\subset}\mathcal{S}$, which enables us to show that a stochastic differential equation: $$dX(t)=dW(t)-{\Gamma}(A)^*X(t)dt$$, arising from the central limit theorem for spatially extended neurons has an unique solution on the dual space $\mathcal{S}^{\prime}$ of $\mathcal{S}$.

Keywords