Journal
Title | An alternative definition of the Ito integral for the Hilbert-Schmidt-valued stochastic process Posted by Mhelmar Labendia |
Authors | Labendia, Mhelmar |
Publication date | 2021 |
Journal | Methods of Functional Analysis and Topology |
Volume | 27 |
Issue | 4 |
Pages | 370-383 |
Publisher | Institute of Mathematics NAS of Ukraine, National Pedagogical Dragomanov University |
Abstract | In this paper, using generalized Riemann approach, we give an alternative definition of the Ito integral of a Hilbert-Schmidt-valued stochastic process with respect to a Hilbert space-valued Q-Wiener process. We also show that this integral belongs to the space of all continuous square-integrable martingales. |
Index terms / Keywords | Ito-Henstock integral, Hilbert-Schmidt, Q-Wiener process |
DOI | https://doi.org/10.31392/MFAT-npu26_4.2021.10 |
URL | http://mfat.imath.kiev.ua/article/?id=1700 |