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

DOI10.14321/REALANALEXCH.45.1.0101MaRDI QIDQ2188802zbMATH 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/1588989623

zbMATH Keywords

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

Mathematics Subject Classification ID

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

Recommendations

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

Cites work

• scientific article; zbMATH DE number 3719745 (Why is no real title available?)
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• Lévy Processes and Stochastic Calculus
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• On McShane’s Belated Stochastic Integral
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• Stochastic Integrals and Stochastic Functional Equations
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Cited in

(5)

• Backwards Itô-Henstock integral for the Hilbert-Schmidt-valued stochastic process
• Convergence theorems for the Itô-Henstock integrable operator-valued stochastic process
• An equivalent definition for the backwards Itô integral
• Double Lusin condition and Vitali convergence theorem for the Itô-McShane integral
• A descriptive definition of the backwards Itô-Henstock integral

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