Journal
Title | Convergence theorems for the Ito-Henstock integrable operator-valued stochastic process Posted by Mhelmar Labendia |
Authors | Labendia, Mhelmar; Benitez, Julius |
Publication date | 2020 |
Journal | Malaysian Journal of Mathematical Sciences |
Volume | 14 |
Issue | 3 |
Pages | 565-586 |
Publisher | Institute for Mathematical Research (INSPEM), Universiti Putra Malaysia |
Abstract | In this paper, we formulate versions of convergence theorems for the Ito-Henstock integral of an operator-valued stochastic process with respect to a Hilbert space-valued Wiener process. We also prove that every Ito integrable operator-valued stochastic process is Ito-Henstock integrable using some versions of convergence theorems established in this paper. |
Index terms / Keywords | Ito-Henstock integrable, Ito integral, Q-Wiener process |
DOI | https://einspem.upm.edu.my/journal/fullpaper/vol14no3/15.%20Lahendia,%20M.%20A.pdf |
URL | https://einspem.upm.edu.my/journal/fullpaper/vol14no3/15.%20Lahendia,%20M.%20A.pdf |