多维情况下Ogawa可积性及收敛的一个条件

Journal of Stochastic Analysis Pub Date : 2018-09-05 DOI:10.31390/josa.1.1.04

N. Cangiotti, S. Mazzucchi

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引用次数: 0

摘要

简要回顾了Ogawa随机积分，并在抽象维纳空间的框架中对其进行了表述。研究了多维情况下普遍Ogawa可积性的条件，证明了在不引入“重整化项”的情况下，它不能普遍成立。给出了明确的例子。

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Ogawa Integrability and a Condition for Convergence in the Multidimensional Case

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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Journal of Stochastic Analysis

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