On the Ogawa integrability of noncausal Wiener functionals

DOI10.1080/17442508.2018.1551398zbMath1492.60149OpenAlexW2902916942MaRDI QIDQ5087025

Kiyoiki Hoshino, Tetsuya Kazumi

Publication date: 8 July 2022

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508.2018.1551398

zbMATH Keywords

Brownian motionItô integralSkorokhod integralOgawa integralrandom functionmultiple Wiener-Itô integralsymmetric integralnoncausal Wiener functional

Mathematics Subject Classification ID

Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07) Summability and bases in topological vector spaces (46A35)

Related Items (2)

Derivation formulas of noncausal finite variation processes from the stochastic Fourier coefficients ⋮ On the identification of noncausal Wiener functionals from the stochastic Fourier coefficients

Cites Work

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• The stochastic integral of noncausal type as an extension of the symmetric integrals
• On a Riemann definition of the stochastic integral, I
• Stochastic integral
• Quelques propriétés de l’intégrale stochastique du type noncausal

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