Itô-Henstock integral and Itô's formula for the operator-valued stochastic process

DOI10.21136/MB.2017.0084-16MaRDI QIDQ4568253zbMATH OpenOpenAlexFDO

Authors Mhelmar A. Labendia, Timothy Robin Y. Teng, Elvira P. de Lara-Tuprio

Publication date 15 June 2018

Published in Mathematica Bohemica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.21136/mb.2017.0084-16

zbMATH Keywords

\(Q\)-Wiener processItô's formulaItô-Henstock integrable function

Mathematics Subject Classification ID

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

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Cited in

(12)

• Backwards Itô-Henstock integral for the Hilbert-Schmidt-valued stochastic process
• Stability for generalized stochastic equations
• Backwards Itô-Henstock's version of Itô's formula
• Stratonovich-Henstock integral for the operator-valued stochastic process
• scientific article; zbMATH DE number 3850200 (Why is no real title available?)
• scientific article; zbMATH DE number 6980693 (Why is no real title available?)
• scientific article; zbMATH DE number 7049455 (Why is no real title available?)
• Double Lusin condition and Vitali convergence theorem for the Itô-McShane integral
• Double Lusin condition and convergence theorems for the backwards Itô-Henstock integral
• Operator-valued stochastic differential equations in the context of Kurzweil-like equations
• A descriptive definition of the Itô-Henstock integral for the operator-valued stochastic process
• A descriptive definition of the backwards Itô-Henstock integral

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