| Title:
|
Itô-Henstock integral and Itô's formula for the operator-valued stochastic process (English) |
| Author:
|
Labendia, Mhelmar A. |
| Author:
|
Teng, Timothy Robin Y. |
| Author:
|
de Lara-Tuprio, Elvira P. |
| Language:
|
English |
| Journal:
|
Mathematica Bohemica |
| ISSN:
|
0862-7959 (print) |
| ISSN:
|
2464-7136 (online) |
| Volume:
|
143 |
| Issue:
|
2 |
| Year:
|
2018 |
| Pages:
|
135-160 |
| Summary lang:
|
English |
| . |
| Category:
|
math |
| . |
| Summary:
|
In this paper, we introduce the Itô-Henstock integral of an operator-valued stochastic process and formulate a version of Itô's formula. (English) |
| Keyword:
|
Itô-Henstock integrable function |
| Keyword:
|
Itô's formula |
| Keyword:
|
$Q$-Wiener process |
| MSC:
|
60H05 |
| MSC:
|
60H30 |
| idZBL:
|
Zbl 06890411 |
| idMR:
|
MR3831483 |
| DOI:
|
10.21136/MB.2017.0084-16 |
| . |
| Date available:
|
2018-06-11T11:00:31Z |
| Last updated:
|
2020-07-01 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/147241 |
| . |
| Reference:
|
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| Reference:
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