| Title |
Stratonovich-Henstock integral for the operator-valued stochastic process |
|
Authors |
Canton, Recson; Labendia, Mhelmar; Toh, Tin Lam |
|
Publication date |
2022 |
|
Journal |
Proyecciones Journal of Mathematics |
| Volume |
41 |
| Issue |
5 |
| Pages |
1111-1130 |
| Publisher |
Universidad Catolica del Norte, Chile |
| Abstract |
In this paper, we introduce the Stratonovich-Henstock integral of an operator-valued stochastic process with respect to a Q-Wiener process.
We also formulate a version of Ito’s formula for this integral. |
| Index terms / Keywords |
Stratonovich-Henstock integral, Q-Wiener process, Ito’s formula |
| DOI |
|
| URL |
|
Mindanao State
University - Iligan Institute of Technology