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A counter-example concerning a condition of Ogawa integrability

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Séminaire de Probabilités XXXI

Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 1655))

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Abstract

A counterexample is exibited showing that the condition of Ogawa integrability introduced in [3] is not satisfied by any complete orthonormal system.

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References

  1. M. E. Mancino: Su alcuni integrali stocastici anticipativi. PhD Thesis, Univ. di Trento (1995).

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  7. S. Ogawa: Une remarque sur l’approximation de l’intégrale stochastique du type noncasual par une suite d’intégrales de Stieltjes. Tôhuku Math. J. vol. 36 (1984)

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  8. S. Ogawa: The stochastic integral of noncasual type as an extension of the symmetric integrals. Japan J. Appl. Math. vol. 2 (1985).

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Author information

Authors and Affiliations

  1. Dipartimento di Matematica, Università di Pisa, Pisa

    Pietro Majer

  2. DiMaDEFAS, Università di Firenze, Firenze, Italia

    Maria Elvira Mancino

Authors
  1. Pietro Majer
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  2. Maria Elvira Mancino
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Editor information

Jacques Azéma Marc Yor Michel Emery

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© 1997 Springer-Verlag Berlin Heidelberg

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Majer, P., Mancino, M.E. (1997). A counter-example concerning a condition of Ogawa integrability. In: Azéma, J., Yor, M., Emery, M. (eds) Séminaire de Probabilités XXXI. Lecture Notes in Mathematics, vol 1655. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0119304

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  • DOI: https://doi.org/10.1007/BFb0119304

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-62634-3

  • Online ISBN: 978-3-540-68352-0

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