Is the conjugate of a dense and continuous embedding a dense and continuous one as well?
This topic relates to an abstract Wiener space in the Malliavin calculus.
Proposition. Let be a real separable Banach space and be a real separable Hilbert space embedded densely and continuously to . Then, is densely and continuously embedded to .
Proof. Let be a continuous linear injection from to such that is dense in . In order to see that is dense in , it suffices to show that for , implies , where represents the conjugate of .
In what follows, represents the inner product of a (general) Hilbert space and the natural bilinear form between a (general) Banach space and its conjugate is denoted by . For simplicity, the conjugate space is identified with by the Riesz representation theorem, and corresponding elements are expressed as the same symbols.
Suppose and for any . Since , the assumption implies
\begin{align*}
& {}_{B}\langle \iota h, \ell \rangle_{B^*} = 0. \tag{1}
\end{align*}
Now we set the continuous linear functional defined on as follows:
\begin{align*}
\iota(H)\ni\iota g \mapsto \langle g, h \rangle_{H^*}\in\mathbb{R}.
\end{align*}
Since is dense in , for any , there is a sequence in such that as in . Thus, we get , by defining, for , . We note that the definition of is independent of the manner to choose the sequence . Then, putting in (1) yields .