Journal
Title | A descriptive definition of the Ito-Henstock integral for the operator-valued stochastic process Posted by Mhelmar Labendia |
Authors | Labendia, Mhelmar; Arcede, Jayrold |
Publication date | 2019 |
Journal | Advances in Operator Theory |
Volume | 4 |
Issue | 2 |
Pages | 406-418 |
Publisher | Tusi Mathematical Research Group |
Abstract | In this paper, we formulate a version of fundamental theorem for the Ito-Henstock integral of an operator-valued stochastic process with respect to a Hilbert space-valued Wiener process. This theorem will give a descriptive defi nition of the Ito-Henstock integral for the operator-valued stochastic process. |
Index terms / Keywords | Ito-Henstock integral, Q-Wiener process, orthogonal increment property. |
DOI | https://doi.org/10.15352/aot.1808-1406 |
URL | https://projecteuclid.org/journals/advances-in-operator-theory/volume-4/issue-2/A-descriptive-definition-of-the-It%c3%b4-Henstock-integral-for-the/10.15352/aot.1808-1406.short |