scientific article; zbMATH DE number 6980693

MaRDI QIDQ4556672zbMATH OpenFDO

Authors Mhelmar A. Labendia, Jayrold P. Arcede

Publication date 16 November 2018

Full work available at URL https://www.ejpam.com/index.php/ejpam/article/view/3310

zbMATH Keywords

\(Q\)-Wiener processdouble Lusin conditionItô-Henstock integral

Mathematics Subject Classification ID

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

Cites work

• A concise course on stochastic partial differential equations
• A fundamental theorem of calculus for the Kurzweil-Henstock integral in \(\mathbb{R}^m\)
• Convergence theorems for the Itô-Henstock integrable operator-valued stochastic process
• Henstock-Kurzweil integration on Euclidean spaces
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• Itô-Henstock integral and Itô's formula for the operator-valued stochastic process
• On a divisor problem related to the Epstein zeta-function
• On McShane’s Belated Stochastic Integral
• On the Henstock-Fubini theorem for multiple stochastic integrals
• Stochastic differential equations in infinite dimensions with applications to stochastic partial differential equations
• Stochastic Equations in Infinite Dimensions
• Stochastic Integrals and Stochastic Functional Equations
• The non-uniform Riemann approach to Itô's integral.
• The Riemann approach to stochastic integration using non-uniform meshes

Cited in

(2)

• A descriptive definition of the Itô-Henstock integral for the operator-valued stochastic process
• Double Lusin condition and Vitali convergence theorem for the Itô-McShane integral

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