Analytic Functions on Abstract Wiener Spaces

Setsuo Taniguchi

Research output: Contribution to journal › Article

Abstract

Let (X, H, μ) be a real abstract Wiener space. A new definition of analytic functions on X is introduced, and it is shown that stochastic line integrals of real analytic 1-forms along Brownian motion and solutions to stochastic differential equations with real analytic coefficients are analytic Wiener functionals. An Lp-theoretical sufficient condition for Wiener functionals to be analytic and an associated Cauchy formula are also established.

Original languageEnglish
Pages (from-to)235-250
Number of pages16
JournalJournal of Functional Analysis
Volume179
Issue number1
DOIs
Publication statusPublished - Jan 10 2001

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Abstract Wiener Space
Analytic function
Stochastic Integral
Curvilinear integral
Cauchy
Stochastic Equations
Brownian motion
Differential equation
Sufficient Conditions
Coefficient

All Science Journal Classification (ASJC) codes

  • Analysis

Cite this

Analytic Functions on Abstract Wiener Spaces. / Taniguchi, Setsuo.

In: Journal of Functional Analysis, Vol. 179, No. 1, 10.01.2001, p. 235-250.

Research output: Contribution to journal › Article

Taniguchi, S 2001, 'Analytic Functions on Abstract Wiener Spaces', Journal of Functional Analysis, vol. 179, no. 1, pp. 235-250. https://doi.org/10.1006/jfan.2000.3676
Taniguchi S. Analytic Functions on Abstract Wiener Spaces. Journal of Functional Analysis. 2001 Jan 10;179(1):235-250. https://doi.org/10.1006/jfan.2000.3676
Taniguchi, Setsuo. / Analytic Functions on Abstract Wiener Spaces. In: Journal of Functional Analysis. 2001 ; Vol. 179, No. 1. pp. 235-250.
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