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A counter-example concerning a condition of Ogawa integrability

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

Abstract

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

Key words

  • Ogawa integral
  • trace
  • orthonormal bases

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References

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

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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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