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H-derivative : ウィキペディア英語版
H-derivative

In mathematics, the ''H''-derivative is a notion of derivative in the study of abstract Wiener spaces and the Malliavin calculus.
==Definition==

Let i : H \to E be an abstract Wiener space, and suppose that F : E \to \mathbb is differentiable. Then the Fréchet derivative is a map
:\mathrm F : E \to \mathrm (E; \mathbb);
i.e., for x \in E, \mathrm F (x) is an element of E^, the dual space to E.
Therefore, define the H-derivative \mathrm_ F at x \in E by
:\mathrm_ F (x) := \mathrm F (x) \circ i : H \to \R,
a continuous linear map on H.
Define the H-gradient \nabla_ F : E \to H by
:\langle \nabla_ F (x), h \rangle_ = \left( \mathrm_ F \right) (x) (h) = \lim_ \frac.
That is, if j : E^ \to H denotes the adjoint of i : H \to E, we have \nabla_ F (x) := j \left( \mathrm F (x) \right).

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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