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Title Stratonovich-Henstock integral for the operator-valued stochastic process
Posted by Mhelmar Labendia
Authors Canton, Recson; Labendia, Mhelmar; Toh, Tin Lam
Publication date 2022
Journal Proyecciones Journal of Mathematics
Volume 41
Issue 5
Pages 1111-1130
Publisher Universidad Catolica del Norte, Chile
Abstract In this paper, we introduce the Stratonovich-Henstock integral of an operator-valued stochastic process with respect to a Q-Wiener process. We also formulate a version of Ito’s formula for this integral.
Index terms / Keywords Stratonovich-Henstock integral, Q-Wiener process, Ito’s formula
DOI https://doi.org/10.22199/issn.0717-6279-5018
URL https://www.revistaproyecciones.cl/index.php/proyecciones/article/view/5018