Journal
Title | A descriptive definition of the backwards Ito-Henstock integral Posted by Mhelmar Labendia |
Authors | Rulete, Ricky; Labendia, Mhelmar |
Publication date | 2019 |
Journal | Real Analysis Exchange |
Volume | 44 |
Issue | 2 |
Pages | 427-444 |
Publisher | Michigan State University Press |
Abstract | In this paper, we introduced the backwards derivative of a Hilbert space-valued function and formulate a version of Fundamental Theorem for the backwards Ito-Henstock integral of an operator-valued stochastic process with respect to a Hilbert space-valued Wiener process. |
Index terms / Keywords | Backwards Ito-Henstock integral, Q-Wiener process, orthogonal increment property, AC2[0,T]-property |
DOI | https://doi.org/10.14321/realanalexch.44.2.0427 |
URL | https://projecteuclid.org/journals/real-analysis-exchange/volume-44/issue-2/A-Descriptive-Definition-of-the-Backwards-It%C3%B4-Henstock-Integral/10.14321/realanalexch.44.2.0427.short |