Journal of the Mathematical Society of Japan
Online ISSN : 1881-1167
Print ISSN : 0025-5645
ISSN-L : 0025-5645
Holomorphic functions and the Itô chaos
Bruce K. Driver
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2015 年 67 巻 4 号 p. 1449-1484

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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 oG. 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.
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© 2015 The Mathematical Society of Japan
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