Evaluation formula for Wiener integral of polynomials in terms of natural dual pairings on abstract Wiener spaces

Evaluation formula for Wiener integral of polynomials in terms of natural dual pairings on abstract Wiener spaces

In this paper, we establish an evaluation formula to calculate the Wiener integral of polynomials in terms of natural dual pairings on abstract Wiener spaces $(H,B,\nu)$. To do this we first derive a translation theorem for the Wiener integral of functionals associated with operators in $\mathcal L(B)$, the Banach space of bounded linear operators from $B$ to itself. We then apply the translation theorem to establish an integration by parts formula for the Wiener integral of functionals combined with operators in $\mathcal L(B)$. We finally apply this parts formula to evaluate the Wiener integral of certain polynomials in terms of natural dual pairings.

In this paper, we establish an evaluation formula to calculate the Wiener integral of polynomials in terms of natural dual pairings on abstract Wiener spaces $(H,B,\nu)$. To do this we first derive a translation theorem for the Wiener integral of functionals associated with operators in $\mathcal L(B)$, the Banach space of bounded linear operators from $B$ to itself. We then apply the translation theorem to establish an integration by parts formula for the Wiener integral of functionals combined with operators in $\mathcal L(B)$. We finally apply this parts formula to evaluate the Wiener integral of certain polynomials in terms of natural dual pairings.