{
  "id": "1809.01370",
  "version": "v1",
  "published": "2018-09-05T07:57:57.000Z",
  "updated": "2018-09-05T07:57:57.000Z",
  "title": "Notes on the Ogawa integrability and a condition for convergence in the multidimensional case",
  "authors": [
    "Nicolò Cangiotti",
    "Sonia Mazzucchi"
  ],
  "categories": [
    "math.PR"
  ],
  "abstract": "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.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2018-09-05T07:57:57.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "multidimensional case",
      "convergence",
      "universal ogawa integrability",
      "ogawa stochastic integral",
      "abstract wiener spaces"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}