A descriptive definition of the backwards Itô-Henstock integral

DOI10.14321/REALANALEXCH.44.2.0427MaRDI QIDQ2188795zbMATH OpenOpenAlexFDO

Authors Ricky F. Rulete, Mhelmar A. Labendia

Publication date 11 June 2020

Published in Real Analysis Exchange (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.rae/1588298433

zbMATH Keywords

\(AC^2[0,T\)-property]\(Q\)-Wiener processbackwards Itô-Henstock integralorthogonal increment property

Mathematics Subject Classification ID

Stochastic integrals (60H05) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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Cites work

• A concise course on stochastic partial differential equations
• An equivalent definition for the backwards Itô integral
• Elementary Stochastic Calculus, with Finance in View
• scientific article; zbMATH DE number 3719745 (Why is no real title available?)
• Itô-Henstock integral and Itô's formula for the operator-valued stochastic process
• Lévy Processes and Stochastic Calculus
• On belated differentiation and a characterization of Henstock-Kurzweil-Ito integrable processes
• On Ito-Kurzweil-Henstock Integral and Integration-by-Part Formula
• On McShane’s Belated Stochastic Integral
• On the Henstock-Fubini theorem for multiple stochastic integrals
• Stochastic differential equations in infinite dimensions with applications to stochastic partial differential equations
• Stochastic differential equations. An introduction with applications.
• Stochastic Equations in Infinite Dimensions
• Stochastic Integrals and Stochastic Functional Equations
• The Henstock integral for Banach-valued functions
• The non-uniform Riemann approach to Itô's integral.
• The Riemann approach to stochastic integration using non-uniform meshes

Cited in

(5)

• A descriptive definition of the Itô-Henstock integral for the operator-valued stochastic process
• Double Lusin condition and convergence theorems for the backwards Itô-Henstock integral
• Backwards Itô-Henstock's version of Itô's formula
• Backwards Itô-Henstock integral for the Hilbert-Schmidt-valued stochastic process
• An equivalent definition for the backwards Itô integral

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