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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