Properties of holomorphic Wiener functions -- skeleton, contraction, and local Taylor expansion

DOI10.1007/BF01204956zbMath0803.60051OpenAlexW2081445305MaRDI QIDQ1336269

Hiroshi Sugita

Publication date: 19 December 1994

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01204956

zbMATH Keywords

skeletonholomorphic Wiener functionlocal Taylor expansion

Mathematics Subject Classification ID

Infinite-dimensional holomorphy (46G20) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic analysis (60H99) Spaces of differentiable or holomorphic functions on infinite-dimensional spaces (46E50)

Related Items (11)

Non-Gaussian complex random fields, their skeletons and path measures ⋮ TAYLOR MAP ON GROUPS ASSOCIATED WITH A II₁-FACTOR ⋮ Accessibility of infinite dimensional Brownian motion to holomorphically exceptional set ⋮ The Segal-Bargmann transform for path-groups ⋮ Holomorphic functions and the Itô chaos ⋮ Heat kernel analysis of Cameron-Martin subgroup for infinite dimensional groups ⋮ The Taylor map on complex path groups ⋮ Square integrable holomorphic functions on infinite-dimensional Heisenberg type groups ⋮ Finite rank Hankel operators over the complex Wiener space ⋮ Differentiable measures and the Malliavin calculus ⋮ Quasi-invariance for heat kernel measures on sub-Riemannian infinite-dimensional Heisenberg groups

Cites Work

• Sobolev spaces of Wiener functionals and Malliavin's calculus
• Various topologies in the Wiener space and Lévy's stochastic area
• Pseudoconvex domains in almost complex abstract Wiener spaces
• Measurable Functions on Hilbert Space
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