Ogawa integral
id:
ogawa-integral-176-8640664
title:
Ogawa integral
text:
In stochastic calculus, the Ogawa integral, also called the non-causal stochastic integral, is a stochastic integral for non-adapted processes as integrands. The corresponding calculus is called non-causal calculus which distinguishes it from the anticipating calculus of the Skorokhod integral. The term causality refers to the adaptation to the natural filtration of the integrator. The integral was introduced by the Japanese mathematician Shigeyoshi Ogawa in 1979.
brand slug:
wiki
category slug:
encyclopedia
description:
original url:
https://en.wikipedia.org/wiki/Ogawa_integral
date created:
2023-06-27T15:21:17Z
date modified:
2024-09-03T18:27:17Z
main entity:
{"identifier":"Q119941552","url":"https://www.wikidata.org/entity/Q119941552"}
image:
fields total:
13
integrity:
14