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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