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On the Ogawa integrability of noncausal Wiener functionals.

Authors :
Hoshino, Kiyoiki
Kazumi, Tetsuya
Source :
Stochastics: An International Journal of Probability & Stochastic Processes. Jul2019, Vol. 91 Issue 5, p773-796. 24p.
Publication Year :
2019

Abstract

Let be a one-dimensional Brownian motion. We discuss the existence of Ogawa integrals , where is given by a Skorokhod integral and is a deterministic bounded function on. Here the symbol † indicates the ϕ- or u-integrability of the Ogawa integral. If fv is Ogawa integrable, we give an explicit formula for , which shows that the Ogawa integral is an extension of the symmetric integral. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
17442508
Volume :
91
Issue :
5
Database :
Academic Search Index
Journal :
Stochastics: An International Journal of Probability & Stochastic Processes
Publication Type :
Academic Journal
Accession number :
136709122
Full Text :
https://doi.org/10.1080/17442508.2018.1551398