NEVANLINNA THEORY VIA STOCHASTIC CALCULUS

被引：8

作者：

ATSUJI, A ^{[1
]}

机构：

[1] UNIV TOKYO,DEPT MATH SCI,TOKYO 153,JAPAN

来源：

JOURNAL OF FUNCTIONAL ANALYSIS | 1995年 / 132卷 / 02期

关键词：

D O I：

10.1006/jfan.1995.1112

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

We study Nevanlinna theory using stochastic calculus. We have a defect relation for holomorphic maps in equidimensional cases which includes Carlson and Griffiths' defect relation. The main probabilistic methods used here are some estimates on some increasing processes for Brownian motion and martingales on manifolds. The latter is obtained from Krylov's estimate on stochastic integrals for martingales. (C) 1995 Academic Press, Inc.

引用

页码：473 / 510

页数：38

共 23 条

[1] EXIT TIMES FOR ELLIPTIC DIFFUSIONS AND BMO [J].