Back to Search
Start Over
On the Ogawa integrability of noncausal Wiener functionals.
- 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]
- Subjects :
- *BROWNIAN motion
*FRANKFURTER sausages
Subjects
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