Journal
| Title | Backwards Ito-Henstock's version of Ito's formula Posted by Mhelmar Labendia |
| Authors | Rulete, Ricky; Labendia, Mhelmar |
| Publication date | 2020 |
| Journal | Annals of Functional Analysis |
| Volume | 11 |
| Issue | 1 |
| Pages | 208-225 |
| Publisher | Springer, Birkhauser |
| Abstract | In this paper, we formulate a version of Ito's formula for the backwards Ito-Henstock integral of an operator-valued stochastic process. Ito's formula is the stochastic analogue of the change of variable for deterministic integrals. |
| Index terms / Keywords | Backwards Ito-Henstock integral, Ito's formula, Q-Wiener process |
| DOI | https://doi.org/10.1007/s43034-019-00014-3 |
| URL | https://link.springer.com/article/10.1007/s43034-019-00014-3 |