Journal
| Title | Ito-Henstock integral and Ito's formula for the operator-valued stochastic process Posted by Mhelmar Labendia |
| Authors | Labendia, Mhelmar; Teng, Timothy Robin; De Lara-Tuprio, Elvira |
| Publication date | 2018 |
| Journal | Mathematica Bohemica |
| Volume | 143 |
| Issue | 2 |
| Pages | 135-160 |
| Publisher | Institute of Mathematics, Academy of Sciences of the Czech Republic |
| Abstract | In this paper, we introduce the Ito-Henstock integral of an operator-valued stochastic process and formulate a version of Ito's formula. |
| Index terms / Keywords | Ito-Henstock integrable function; Ito's formula; Q-Wiener process |
| DOI | https://doi.org/10.21136/MB.2017.0084-16 |
| URL | https://dml.cz/handle/10338.dmlcz/147241 |