Generalized holomorphic processes and differentiability

Ely Merzbach, David Nualart

Research output: Contribution to journalArticlepeer-review

2 Scopus citations


Holomorphic processes are studied when the parameter set is a general finite atomless separable measure space, using the differentiation operator and Malliavin calculus. Generalized martingales are connected with differentiable processes. In the two-parameter case, these methods give a new simpler proof of the characterization of holomorphic processes by power series expansion.

Original languageEnglish
Pages (from-to)419-432
Number of pages14
JournalJournal of Theoretical Probability
Issue number4
StatePublished - Oct 1989


  • Clark's formula
  • Holomorphic process
  • Malliavin calculus
  • differentiation operator
  • generalized martingale


Dive into the research topics of 'Generalized holomorphic processes and differentiability'. Together they form a unique fingerprint.

Cite this