Journal
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 Itoâs formula for this integral. |
Index terms / Keywords | Stratonovich-Henstock integral, Q-Wiener process, Itoâs formula |
DOI | https://doi.org/10.22199/issn.0717-6279-5018 |
URL | https://www.revistaproyecciones.cl/index.php/proyecciones/article/view/5018 |