A descriptive definition of the backwards Itô-Henstock integral

DOI10.14321/REALANALEXCH.44.2.0427MaRDI QIDQ2188795zbMATHOpenAlexFDO

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

\(Q\)-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)

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Cites work

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

Cited in

(5)

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

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