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In this paper, by modifying significantly the Friedrichs-Gross mollifier technique and/or using the Lasry-Lions regularization technique together with some carefully chosen cut-off functions, for the first time we construct explicitly smooth exhaustion functions on any open subset and smooth plurisubharmonic exhaustion functions on any pseudo-convex domain in a typical Hilbert space, which enjoy delicate properties needed for the method in infinite-dimensional complex analysis.

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