Analytic functions, Cauchy formula, and stationary phase on a real abstract Wiener space (Q5961818): Difference between revisions

A new complexification of a real abstract Wiener space will be introduced, and some analogs of the algebra of analytic functions on finite-dimensional Euclidean space will be considered; analytic functions on the original space, their holomorphic prolongation to the complexified space, and holomorphic functions and a Cauchy formula on the complexified space. The Cauchy formula is a key tool to study probabilistic quantities via ``deformation of the contour integration''. Namely, it will be applied to establish (i) an explicit representation of stochastic oscillatory integrals with quadratic phase function and (ii) a stationary phase estimation of the integrals. Further, the later estimation is applicable to study Gevrey type smoothness of density functions. An integration by parts formula on a totally real submanifold in the complexified space is also studied.