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Integration by parts operator
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Integration by parts operator : ウィキペディア英語版
Integration by parts operator

In mathematics, an integration by parts operator is a linear operator used to formulate integration by parts formulae; the most interesting examples of integration by parts operators occur in infinite-dimensional settings and find uses in stochastic analysis and its applications.
==Definition==

Let ''E'' be a Banach space such that both ''E'' and its continuous dual space ''E'' are separable spaces; let ''μ'' be a Borel measure on ''E''. Let ''S'' be any (fixed) subset of the class of functions defined on ''E''. A linear operator ''A'' : ''S'' → ''L''2(''E'', ''μ''; R) is said to be an integration by parts operator for ''μ'' if
:\int_ \mathrm \varphi(x) h(x) \, \mathrm \mu(x) = \int_ \varphi(x) (A h)(x) \, \mathrm \mu(x)
for every ''C''1 function ''φ'' : ''E'' → R and all ''h'' ∈ ''S'' for which either side of the above equality makes sense. In the above, D''φ''(''x'') denotes the Fréchet derivative of ''φ'' at ''x''.

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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