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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