XI: 18, 327-339, LNM 581 (1977)
CAIROLI, Renzo;
WALSH, John B.
Prolongement de processus holomorphes. Cas ``carré intégrable'' (
Several parameter processes)
This paper concerns a class of two-parameter (real) processes adapted to the filtration of the Brownian sheet, and called holomorphic in the seminal paper of the authors in
Acta Math. 4, 1975. These processes have stochastic integral representations along (increasing) paths, with a common kernel called their derivative. Under an integrability restriction, a process holomorphic in a region of the plane is shown to be extendable as a holomorphic process to a larger region of a canonical shape (intersection of a rectangle and a disk centered at the origin)
Comment: See also
1119Keywords: Holomorphic processes,
Brownian sheetNature: Original
Retrieve article from Numdam
XI: 19, 340-348, LNM 581 (1977)
CAIROLI, Renzo;
WALSH, John B.
Some examples of holomorphic processes (
Several parameter processes)
This is a sequel to the preceding paper
1118. It also extends the definition to processes defined on a random domain
Comment: See the author's paper in
Ann. Prob. 5, 1971 for additional results
Keywords: Holomorphic processes,
Brownian sheetNature: Original Retrieve article from Numdam
