RUS  ENG
Full version
JOURNALS // Trudy Matematicheskogo Instituta imeni V.A. Steklova // Archive

Trudy Mat. Inst. Steklova, 2018 Volume 301, Pages 18–32 (Mi tm3901)

This article is cited in 6 papers

Lévy Laplacians in Hida calculus and Malliavin calculus

B. O. Volkovab

a Steklov Mathematical Institute of Russian Academy of Sciences, ul. Gubkina 8, Moscow, 119991 Russia
b Bauman Moscow State Technical University, Vtoraya Baumanskaya ul. 5/1, Moscow, 105005 Russia

Abstract: Some connections between different definitions of Lévy Laplacians in the stochastic analysis are considered. Two approaches are used to define these operators. The standard one is based on the application of the theory of Sobolev–Schwartz distributions over the Wiener measure (Hida calculus). One can consider the chain of Lévy Laplacians parametrized by a real parameter with the help of this approach. One of the elements of this chain is the classical Lévy Laplacian. Another approach to defining the Lévy Laplacian is based on the application of the theory of Sobolev spaces over the Wiener measure (Malliavin calculus). It is proved that the Lévy Laplacian defined with the help of the second approach coincides with one of the elements of the chain of Lévy Laplacians, but not with the classical Lévy Laplacian, under the embedding of the Sobolev space over the Wiener measure in the space of generalized functionals over this measure. It is shown which Lévy Laplacian in the stochastic analysis is connected with the gauge fields.

Keywords: Lévy Laplacian, Yang–Mills equations, Hida calculus, Malliavin calculus.

UDC: 517.98

Received: September 27, 2017

DOI: 10.1134/S0371968518020024


 English version:
Proceedings of the Steklov Institute of Mathematics, 2018, 301, 11–24

Bibliographic databases:


© Steklov Math. Inst. of RAS, 2025