A counter-example concerning a condition of Ogawa integrability

Pietro Majer; Maria Elvira Mancino

Séminaire de probabilités de Strasbourg (1997)

  • Volume: 31, page 198-206

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Majer, Pietro, and Mancino, Maria Elvira. "A counter-example concerning a condition of Ogawa integrability." Séminaire de probabilités de Strasbourg 31 (1997): 198-206. <http://eudml.org/doc/113953>.

@article{Majer1997,
author = {Majer, Pietro, Mancino, Maria Elvira},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {stochastic integrals; quasimartingales},
language = {eng},
pages = {198-206},
publisher = {Springer - Lecture Notes in Mathematics},
title = {A counter-example concerning a condition of Ogawa integrability},
url = {http://eudml.org/doc/113953},
volume = {31},
year = {1997},
}

TY - JOUR
AU - Majer, Pietro
AU - Mancino, Maria Elvira
TI - A counter-example concerning a condition of Ogawa integrability
JO - Séminaire de probabilités de Strasbourg
PY - 1997
PB - Springer - Lecture Notes in Mathematics
VL - 31
SP - 198
EP - 206
LA - eng
KW - stochastic integrals; quasimartingales
UR - http://eudml.org/doc/113953
ER -

References

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  1. [1] M.E. Mancino : Su alcuni integrali stocastici anticipativi. PhD Thesis, Univ. di Trento (1995) 
  2. [2] I.P. Natanson : Constructive Function Theory. Vol II - Frederick Ungar Publishing Co.NY (1965) Zbl0136.36302
  3. [3] D. Nualart : Noncausal stochastic integrals and calculus. L.N.M.1316 Zbl0644.60043MR953794
  4. [4] D. Nualart, M. Zakai : Generalized stochastic integrals and the Malliavin calculus. Prob.Th.Rel.Fields73 (1986) Zbl0601.60053MR855226
  5. [5] S. Ogawa : Sur le produit direct du bruit blanc par lui-même. C. R. Acad. Sc.Paris, t.288, Série A-359 (Février 1979) Zbl0397.60047MR526135
  6. [6] S. Ogawa : Quelques propriétés de l'intégrale stochastique du type noncasual. Japan J.Appl. Math. vol.1 (1984) Zbl0637.60070MR840804
  7. [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) Zbl0551.60058MR733618
  8. [8] S. Ogawa : The stochastic integral of noncasual type as an extension of the symmetric integrals. Japan J.Appl. Math. vol.2 (1985) Zbl0616.60056MR839327
  9. [9] J. Rosinski : On stochastic integration by series of Wiener integrals. Appl. Math. Optim. vol.19 (1989) Zbl0661.60065MR962889

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