A descriptive definition of the Itô-Henstock integral for the operator-valued stochastic process
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Publication:1714436
DOI10.15352/aot.1808-1406zbMath1406.60099OpenAlexW2900860147MaRDI QIDQ1714436
Jayrold P. Arcede, Mhelmar A. Labendia
Publication date: 31 January 2019
Published in: Advances in Operator Theory (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.aot/1543633234
Related Items (3)
Stratonovich-Henstock integral for the operator-valued stochastic process ⋮ Double Lusin condition and Vitali convergence theorem for the Itô-McShane integral ⋮ Unnamed Item
Cites Work
- The non-uniform Riemann approach to Itô's integral.
- On the Henstock-Fubini theorem for multiple stochastic integrals
- The Riemann approach to stochastic integration using non-uniform meshes
- A concise course on stochastic partial differential equations
- Stochastic Differential Equations in Infinite Dimensions
- Cylindrical Wiener Processes
- Elementary Stochastic Calculus, with Finance in View
- Itô-Henstock integral and Itô's formula for the operator-valued stochastic process
- Stochastic Integrals and Stochastic Functional Equations
- On McShane’s Belated Stochastic Integral
- Stochastic Equations in Infinite Dimensions
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