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 language | English |
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Pages (from-to) | 235-250 |
Number of pages | 16 |
Journal | Journal of Functional Analysis |
Volume | 179 |
Issue number | 1 |
DOIs | |
Publication status | Published - Jan 10 2001 |
All Science Journal Classification (ASJC) codes
- Analysis