• Title of article

    Analytic Functions on Abstract Wiener Spaces

  • Author/Authors

    Taniguchi، نويسنده , , Setsuo، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2001
  • Pages
    16
  • From page
    235
  • To page
    250
  • 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.
  • Keywords
    SDE , The Malliavin calculus , stochastic line integral
  • Journal title
    Journal of Functional Analysis
  • Serial Year
    2001
  • Journal title
    Journal of Functional Analysis
  • Record number

    1550200