| Title |
A Riemann-type definition of the Ito integral for the operator-valued stochastic process |
|
Authors |
Labendia, Mhelmar |
|
Publication date |
2019 |
|
Journal |
Advances in Operator Theory |
| Volume |
4 |
| Issue |
3 |
| Pages |
625-640 |
| Publisher |
Tusi Mathematical Research Group |
| Abstract |
In this paper, we introduce the Ito-McShane integral and show that the classical Ito integral of an operator-valued stochastic process with respect to a Hilbert space-valued Q-Wiener process can be defi ned, using the Ito-McShane integral. |
| Index terms / Keywords |
Ito-McShane integrable, belated McShane integrable, classical Ito integral, Q-Wiener process. |
| DOI |
|
| URL |
|
Mindanao State
University - Iligan Institute of Technology