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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