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

DOI10.14321/REALANALEXCH.45.1.0101zbMATH Open1443.60055OpenAlexW3018886146MaRDI QIDQ2188802FDOQ2188802

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

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

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)

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
• Stochastic differential equations. An introduction with applications.
• Stochastic Differential Equations in Infinite Dimensions
• Title not available (Why is that?)
• The non-uniform Riemann approach to Itô's integral.
• On a divisor problem related to the Epstein zeta-function
• A fundamental theorem of calculus for the Kurzweil-Henstock integral in \(\mathbb{R}^m\)
• Stochastic Integrals and Stochastic Functional Equations
• On the Henstock-Fubini theorem for multiple stochastic integrals
• 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
• Title not available (Why is that?)

Cited In (2)

• Double Lusin condition and Vitali convergence theorem for the Itô-McShane integral
• A descriptive definition of the backwards Itô-Henstock integral

This page was built for publication: Double Lusin condition and convergence theorems for the backwards Itô-Henstock integral

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2188802)