HEAT EQUATION IN WHITE NOISE ANALYSIS

HEAT EQUATION IN WHITE NOISE ANALYSIS

The Fourier transform plays a central role in the theory of distribution on Euclidean spaces. Although Lebesgue measure does not exist in infinite dimensional spaces, the Fourier transform can be introduced in the space $(S)^*$ of generalized white noise functionals. This has been done in the series of paper by H.-H. Kuo [1, 2, 3], [4] and [5]. The Fourier transform $F$ has many properties similar to the finite dimensional case; e.g., the Fourier transform carries coordinate differentiation into multiplication and vice versa. It plays an essential role in the theory of differential equations in infinite dimensional spaces.