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math.PR2018
Notes on the Ogawa integrability and a condition for convergence in the multidimensional case
Nicolò Cangiotti, Sonia Mazzucchi
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…
math.PR2016
An Itô calculus for a class of limit processes arising from random walks on the complex plane
Stefano Bonaccorsi, Craig Calcaterra, Sonia Mazzucchi
Within the framework of the previous paper [8]. we develop a generalized stochastic calculus for processes associated to higher order diffusion operators. Applications to the study…