Holomorphic Processes in Banach Spaces and Banach Algebras
The main result is that if F is an analytic multifunction and B t is a complex Brownian motion, then F( B t ) is a subholomorphic process. It has previously been shown that such processes enjoy many interesting sample-path properties. As special cases of the theorem above, we recover f holomorphic ⇒...
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Veröffentlicht in: | Journal of multivariate analysis 1994-02, Vol.48 (2), p.315-346 |
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Format: | Artikel |
Sprache: | eng |
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Zusammenfassung: | The main result is that if
F is an analytic multifunction and
B
t
is a complex Brownian motion, then
F(
B
t
) is a subholomorphic process. It has previously been shown that such processes enjoy many interesting sample-path properties. As special cases of the theorem above, we recover
f holomorphic ⇒ f(B
t) is a local conformal martingale,
φ subharmonic ⇒ φ(B
t) is a local submartingale.
We also prove a stochastic form of Radó′s theorem, and a holomorphic selection theorem for convex-valued subholomorphic processes of a nature quite different from the usual type of measurable selection theorem. |
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ISSN: | 0047-259X 1095-7243 |
DOI: | 10.1006/jmva.1994.1008 |