Title of article :
Analytic Functions on Abstract Wiener Spaces
Author/Authors :
Taniguchi، نويسنده , , Setsuo، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2001
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
Journal title :
Journal of Functional Analysis