{"title":"Ogawa Integrability and a Condition for Convergence in the Multidimensional Case","authors":"N. Cangiotti, S. Mazzucchi","doi":"10.31390/josa.1.1.04","DOIUrl":null,"url":null,"abstract":"The Ogawa stochastic integral is shortly reviewed and formulated in the framework of abstract Wiener spaces. The condition of universal Ogawa integrability in the multidimensional case is investigated, proving that it cannot hold in general without the introduction of a \"renormalization term\". Explicit examples are provided.","PeriodicalId":263604,"journal":{"name":"Journal of Stochastic Analysis","volume":"1 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2018-09-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Stochastic Analysis","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.31390/josa.1.1.04","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 0
Abstract
The Ogawa stochastic integral is shortly reviewed and formulated in the framework of abstract Wiener spaces. The condition of universal Ogawa integrability in the multidimensional case is investigated, proving that it cannot hold in general without the introduction of a "renormalization term". Explicit examples are provided.
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