Mhelmar A. Labendia

Available identifiers

zbMath Open labendia.mhelmar-avilaMaRDI QIDQ1714434

List of research outcomes

Publication	Date of Publication	Type
\(\theta\)-somewhat nearly-open sets and \(\theta\)-somewhat nearly-continuity	2025-01-23	Paper
Integer Programming Formulations and Probabilistic Bounds for Some Domination Parameters	2023-11-11	Paper
https://portal.mardi4nfdi.de/entity/Q6133424	2023-08-18	Paper
https://portal.mardi4nfdi.de/entity/Q6133467	2023-08-18	Paper
An Alternative Definition of the Itô Integral for the Hilbert-Schmidt-Valued Stochastic Process	2022-12-16	Paper
Stratonovich-Henstock integral for the operator-valued stochastic process	2022-10-12	Paper
https://portal.mardi4nfdi.de/entity/Q4986977	2021-04-28	Paper
https://portal.mardi4nfdi.de/entity/Q5151789	2021-02-22	Paper
https://portal.mardi4nfdi.de/entity/Q3295103	2020-06-30	Paper
A descriptive definition of the backwards Itô-Henstock integral	2020-06-11	Paper
Double Lusin condition and convergence theorems for the backwards Itô-Henstock integral	2020-06-11	Paper
Double Lusin condition and Vitali convergence theorem for the Itô-McShane integral	2020-04-24	Paper
Backwards Itô-Henstock's version of Itô's formula	2020-01-20	Paper
A Riemann-type definition of the Itô integral for the operator-valued stochastic process	2019-05-20	Paper
https://portal.mardi4nfdi.de/entity/Q4632744	2019-04-30	Paper
https://portal.mardi4nfdi.de/entity/Q4632747	2019-04-30	Paper
A descriptive definition of the Itô-Henstock integral for the operator-valued stochastic process	2019-01-31	Paper
https://portal.mardi4nfdi.de/entity/Q4556672	2018-11-16	Paper
https://portal.mardi4nfdi.de/entity/Q4577799	2018-08-03	Paper
Itô-Henstock integral and Itô's formula for the operator-valued stochastic process	2018-06-15	Paper
https://portal.mardi4nfdi.de/entity/Q2831571	2016-11-10	Paper
https://portal.mardi4nfdi.de/entity/Q4982890	2015-04-13	Paper
Convex domination in the composition and cartesian product of graphs	2013-03-21	Paper

Research outcomes over time

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