| Title |
Ito-Henstock integral and Ito's formula for the operator-valued stochastic process |
|
Authors |
Labendia, Mhelmar; Teng, Timothy Robin; De Lara-Tuprio, Elvira |
|
Publication date |
2018 |
|
Journal |
Mathematica Bohemica |
| Volume |
143 |
| Issue |
2 |
| Pages |
135-160 |
| Publisher |
Institute of Mathematics, Academy of Sciences of the Czech Republic |
| Abstract |
In this paper, we introduce the Ito-Henstock integral of an operator-valued stochastic process and formulate a version of Ito's formula. |
| Index terms / Keywords |
Ito-Henstock integrable function; Ito's formula; Q-Wiener process |
| DOI |
|
| URL |
|
Mindanao State
University - Iligan Institute of Technology