Notes on the Ogawa integrability and a condition for convergence in the multidimensional case

Nicolò Cangiotti, Sonia Mazzucchi

Published 2018-09-05Version 1

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.