Journal
| Title | A Riemann-type definition of the Ito integral for the operator-valued stochastic process Posted by Mhelmar Labendia |
| Authors | Labendia, Mhelmar |
| Publication date | 2019 |
| Journal | Advances in Operator Theory |
| Volume | 4 |
| Issue | 3 |
| Pages | 625-640 |
| Publisher | Tusi Mathematical Research Group |
| Abstract | In this paper, we introduce the Ito-McShane integral and show that the classical Ito integral of an operator-valued stochastic process with respect to a Hilbert space-valued Q-Wiener process can be defi ned, using the Ito-McShane integral. |
| Index terms / Keywords | Ito-McShane integrable, belated McShane integrable, classical Ito integral, Q-Wiener process. |
| DOI | https://doi.org/10.15352/aot.1810-1435 |
| URL | https://projecteuclid.org/journals/advances-in-operator-theory/volume-4/issue-3/A-Riemann-type-definition-of-the-It%c3%b4-integral-for-the/10.15352/aot.1810-1435.short |