Journal
Title | Double Lusin condition and convergence theorems for the backwards Ito-Henstock integral Posted by Mhelmar Labendia |
Authors | Rulete, Ricky; Labendia, Mhelmar |
Publication date | 2020 |
Journal | Real Analysis Exchange |
Volume | 45 |
Issue | 1 |
Pages | 101-126 |
Publisher | Michigan State University Press |
Abstract | In this paper, we formulate an equivalent definition of the backwards Ito-Henstock integral of an operator-valued stochastic process with respect to a Hilbert space-valued Q-Wiener process using double Lusin condition. Moreover, we establish some versions of convergence theorems for this integral. |
Index terms / Keywords | Backwards Ito-Henstock integral, Q-Wiener process, orthogonal increment property, AC^2[0,T]-property, double Lusin condition |
DOI | https://doi.org/10.14321/realanalexch.45.1.0101 |
URL | https://www.jstor.org/stable/10.14321/realanalexch.45.1.0101?seq=1 |