ON WICK CALCULUS ON SPACES OF NONREGULAR GENERALIZED FUNCTIONS OF L´EVY WHITE NOISE ANALYSIS.

Development of a theory of test and generalized functions depending on infinitely many variables is an important and actual problem, which is stipulated by requirements of physics and mathematics. One of successful approaches to building of such a theory consists in introduction of spaces of the above-mentioned functions in such a way that the dual pairing between test and generalized functions is generated by integration with respect to some probability measure. First it was the Gaussian measure, then it were realized numerous generalizations. In particular, important results can be obtained if one uses the L´evy white noise measure, the corresponding theory is called the L´evy white noise analysis. In the Gaussian case one can construct spaces of test and generalized functions and introduce some important operators (e.g., stochastic integrals and derivatives) on these spaces by means of a so-called chaotic representation property (CRP): roughly speaking, any square integrable random variable can be decomposed in a series of repeated It ˆo’s stochastic integrals from nonrandom functions. In the L´evy analysis there is no the CRP, but there are different generalizations of this property. In this paper we deal with one of the most useful and challenging generalizations of the CRP in the L´evy analysis, which is proposed by E. W. Lytvynov, and with corresponding spaces of nonregular generalized functions. The goal of the paper is to introduce a natural product (aWick product) on these spaces, and to study some related topics. Main results are theorems about properties of the Wick product and of Wick versions of holomorphic functions. In particular, we prove that an operator of stochastic differentiation satisfies the Leibniz rule with respect to theWick multiplication. In addition we show that the Wick products and theWick versions of holomorphic functions, defined on the spaces of regular and nonregular generalized functions, constructed by means of Lytvynov’s generalization of the CRP, coincide on intersections of these spaces. Our research is a contribution in a further development of the L´evy white noise analysis. [ABSTRACT FROM AUTHOR]