A descriptive definition of the backwards Itô-Henstock integral

DOI10.14321/REALANALEXCH.44.2.0427zbMATH Open1443.60054OpenAlexW3007218689MaRDI QIDQ2188795FDOQ2188795

Mhelmar A. Labendia, Ricky F. Rulete

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

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zbMATH Keywords

\(Q\)-Wiener processorthogonal increment property\(AC^2[0,T\)-property]backwards Itô-Henstock integral

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Stochastic Equations in Infinite Dimensions
• Elementary Stochastic Calculus, with Finance in View
• A concise course on stochastic partial differential equations
• Lévy Processes and Stochastic Calculus
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• The Henstock integral for Banach-valued functions
• Stochastic Differential Equations in Infinite Dimensions
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• The non-uniform Riemann approach to Itô's integral.
• Stochastic Integrals and Stochastic Functional Equations
• On the Henstock-Fubini theorem for multiple stochastic integrals
• The Riemann approach to stochastic integration using non-uniform meshes
• On McShane’s Belated Stochastic Integral
• Itô-Henstock integral and Itô's formula for the operator-valued stochastic process
• On Ito-Kurzweil-Henstock Integral and Integration-by-Part Formula
• On belated differentiation and a characterization of Henstock-Kurzweil-Ito integrable processes

Cited In (1)

• A descriptive definition of the Itô-Henstock integral for the operator-valued stochastic process

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