Holomorphic functions and the Itô chaos

Abstract

This paper is concerned with the characterization of spaces of square integrable holomorphic functions on a complex manifold, G, in terms of the derivatives of the function at a fixed point o ∈ G. The reproducing kernel properties of square integrable holomorphic functions are reviewed and a number of examples are given. These examples include square integrable holomorphic functions relative to Gaussian measures on complex Euclidean spaces along with their generalizations to heat kernel measures on complex Lie groups. These results are intimately related to the Itô's chaos expansion in stochastic analysis and to the Fock space description of free quantum fields in physics.