| Popis: |
The main result is that if F is an analytic multifunction and Bt is a complex Brownian motion, then F(Bt) is a subholomorphic process. It has previously been shown that such processes enjoy many interesting sample-path properties. As special cases of the theorem above, we recover f holomorphic ⇒ f(Bt) is a local conformal martingale,φ subharmonic ⇒ φ(Bt) is a local submartingale. We also prove a stochastic form of Radó′s theorem, and a holomorphic selection theorem for convex-valued subholomorphic processes of a nature quite different from the usual type of measurable selection theorem. |
