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
1. Verfasser: Ransford, T.J.
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.
ISSN:0047-259X
1095-7243
DOI:10.1006/jmva.1994.1008