| Title |
A descriptive definition of the backwards Ito-Henstock integral |
|
Authors |
Rulete, Ricky; Labendia, Mhelmar |
|
Publication date |
2019 |
|
Journal |
Real Analysis Exchange |
| Volume |
44 |
| Issue |
2 |
| Pages |
427-444 |
| Publisher |
Michigan State University Press |
| Abstract |
In this paper, we introduced the backwards derivative of a Hilbert space-valued function and formulate a version of Fundamental Theorem
for the backwards Ito-Henstock integral of an operator-valued stochastic process with respect to a Hilbert space-valued Wiener process. |
| Index terms / Keywords |
Backwards Ito-Henstock integral, Q-Wiener process, orthogonal increment property, AC2[0,T]-property |
| DOI |
|
| URL |
|
Mindanao State
University - Iligan Institute of Technology