Double Lusin condition and convergence theorems for the backwards Itô-Henstock integral

DOI10.14321/realanalexch.45.1.0101zbMath1443.60055OpenAlexW3018886146MaRDI QIDQ2188802

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/1588989623

zbMATH Keywords

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

Mathematics Subject Classification ID

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

Cites Work

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• Itô-Henstock integral and Itô's formula for the operator-valued stochastic process
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• On McShane’s Belated Stochastic Integral
• On a divisor problem related to the Epstein zeta-function
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• Stochastic Equations in Infinite Dimensions

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