I'm confused at dual space of Hilbert space. Perhaps it is easy, but I don't know, please help me.
Let $X,$ $Y$ be Hilbert spaces and $X^\ast$, $Y^\ast$ are the dual spaces of $X$ and $Y$ respectively. Suppose that $X\subset Y$. Then, $Y^\ast\subset X^\ast$.
This is correct according to books about functional analysis. But, I have no idea to confirm this inclusion. I think $X^\ast\subset Y^\ast$, because the domain of $Y^\ast$ is bigger than the one of $X^\ast$. Why this idea is incorrect?
In general, strictly speaking, unless $X = Y$, the functionals in $X^*$ and $Y^*$ are defined over different domains, and hence $X^* \cap Y^* = \emptyset$. That is, it is not true that $X^* \subseteq Y^*$ or $Y^* \subseteq X^*$. This applies not just to Hilbert spaces, but to any normed (or indeed topological) vector spaces.
This is a particularly glib interpretation of the question, but it's difficult to answer more rigorously without knowing exactly what liberties we can take when talking about the $\subseteq$ relation.