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Prolongement de processus holomorphes Cas "carre integrable"

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Séminaire de Probabilités XI

Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 581))

1. Résumé

Nous nous proposons de démontrer que, dans le cas "carré intégrable", un processus holomorphe dans un domaine droit se prolonge de manière unique en un processus holomorphe dans une région qui sera appelée, par ses caractéristiques, région d'homolorphie.

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Bibliographie

  1. R. Cairoli et J.B. Walsh. Stochastic integrals in the plane. Acta Mathematica, 4 (1975), 111–183.

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  2. R. Cairoli et J.B. Walsh. Martingale representations and holomorphic processes. Annals of Probability (à paraître).

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  3. P.C. Rosenbloom et D.V. Widder. Expansions im terms of heat polynomials and associated functions. TAMS, 92 (1959), 220–266.

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Authors

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C. Dellacherie P. A. Meyer M. Weil

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© 1977 Springer-Verlag

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Cairoli, R., Walsh, J.B. (1977). Prolongement de processus holomorphes Cas "carre integrable". In: Dellacherie, C., Meyer, P.A., Weil, M. (eds) Séminaire de Probabilités XI. Lecture Notes in Mathematics, vol 581. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0087199

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  • DOI: https://doi.org/10.1007/BFb0087199

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  • Print ISBN: 978-3-540-08145-6

  • Online ISBN: 978-3-540-37383-4

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