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The Dirichlet Form of the Noise Gradient on the Gaussian Sobolev Space

Defines the Dirichlet form of the noise gradient on the Gaussian Sobolev space as Ea(F,G)=⟨∇aF,∇aG⟩γc\mathcal{E}_a(F,G)=\langle\nabla_aF,\nabla_aG\rangle_{\gamma_c}, the inner product in L2(γc;Xa)L^2(\gamma_c;X^a) of the noise gradients.

Statement

In the setting of Gaussian Analysis Relative to a Diagonal Gaussian Reference Measure with Noise Weights: Standing Notation, with the Gaussian Sobolev space Da1,2\mathbb{D}^{1,2}_{a} and the noise gradient ∇aF∈L2(γc;Xa)\nabla_{a}F\in L^{2}(\gamma_{c};X^{a}) of F∈Da1,2F\in\mathbb{D}^{1,2}_{a}; L2(γc;Xa)L^{2}(\gamma_{c};X^{a}) is a real Hilbert space with inner product ⟨⋅,⋅⟩γc\langle\cdot,\cdot\rangle_{\gamma_{c}} by Probability Measures on a Hilbert Space Transported in the Noise Norm: Standing Notation §fields.

(The Dirichlet form) The Dirichlet form of the noise gradient is the map Ea:Da1,2×Da1,2→R\mathcal{E}_{a}:\mathbb{D}^{1,2}_{a}\times\mathbb{D}^{1,2}_{a}\to\mathbb{R},

Ea(F,G)=⟨∇aF,∇aG⟩γc.\mathcal{E}_{a}(F,G)=\langle\nabla_{a}F,\nabla_{a}G\rangle_{\gamma_{c}} .

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