| Title |
An alternative definition of the Ito integral for the Hilbert-Schmidt-valued stochastic process |
|
Authors |
Labendia, Mhelmar |
|
Publication date |
2021 |
|
Journal |
Methods of Functional Analysis and Topology |
| Volume |
27 |
| Issue |
4 |
| Pages |
370-383 |
| Publisher |
Institute of Mathematics NAS of Ukraine, National Pedagogical Dragomanov University |
| Abstract |
In this paper, using generalized Riemann approach, we give an alternative
definition of the Ito integral of a Hilbert-Schmidt-valued stochastic process with respect
to a Hilbert space-valued Q-Wiener process. We also show that this integral belongs
to the space of all continuous square-integrable martingales. |
| Index terms / Keywords |
Ito-Henstock integral, Hilbert-Schmidt, Q-Wiener process |
| DOI |
|
| URL |
|
Mindanao State
University - Iligan Institute of Technology